Re: [R] fixed effects Tobit, Honore style?

2011-07-15 Thread David Hugh-Jones
A cleaner and slightly more tested version is at http://davidhughjones.blogspot.com/2011/07/honore-style-fixed-effects-estimators.html David Hugh-Jones Research Associate CAGE, Department of Economics University of Warwick http://davidhughjones.googlepages.com On 13 July 2011 15:33, David

Re: [R] fixed effects Tobit, Honore style?

2011-07-13 Thread David Hugh-Jones
True! Here's my attempt -- use at your own risk. honore - function (b, dataset, x1, x2) { dxb - (x2 - x1) %*% b y1 - # insert your y variable here y2 - # insert your y variable here sum( (pmax(y1, dxb) - pmax(y2, dxb) - dxb)^2 + 2*(y1 dxb)*(dxb-y1)*y2 + 2*(y2

[R] fixed effects Tobit, Honore style?

2011-07-12 Thread David Hugh-Jones
Hi all, Is there any code to run fixed effects Tobit models in the style of Honore (1992) in R? (The original Honore article is here: http://www.jstor.org/sici?sici=0012-9682%28199205%2960%3A3%3C533%3ATLALSE%3E2.0.CO%3B2-2) Cheers David [[alternative HTML version deleted]]

Re: [R] fixed effects Tobit, Honore style?

2011-07-12 Thread Daniel Malter
Not that I know of, but the paper says that they are easy to compute. If you did, you could contribute the code. Best, Daniel David Hugh-Jones-3 wrote: Hi all, Is there any code to run fixed effects Tobit models in the style of Honore (1992) in R? (The original Honore article is here: