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SCLS: Stata module to perform symmetrically censored least squares

João Santos Silva ()

Statistical Software Components from Boston College Department of Economics

Abstract: scls implements Powell's (Powell, J. L., 1986, Symmetrically Trimmed Least Squares Estimation for Tobit Models, Econometrica, 54, 1235-1460) symmetrically censored least squares estimator and reports standard errors and t-statistics that are asymptotically valid under heteroskedasticity. The robust covariance matrix is computed following Powell (1986). Additionally, scls reports the value of the objective function, the size of the sample and the number of observations effectively used. Two optimization algorithms are available and it is also possible to choose how the starting values are computed.

Language: Stata
Requires: Stata version 10
Keywords: symmetrically censored least squares; tobit; heteroskedasticity (search for similar items in EconPapers)
Date: 2012-01-26
Note: This module should be installed from within Stata by typing "ssc install scls". Windows users should not attempt to download these files with a web browser.
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Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/s/scls.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/s/scls.sthlp help file (text/plain)

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Persistent link: https://EconPapers.repec.org/RePEc:boc:bocode:s457402

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