cnreg.hlp

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{smcl}
{* 08mar2005}{...}
{cmd:help cnreg} {right:dialogs:  {bf:{dialog cnreg}}{space 15}}
{right:also see:  {help cnreg postestimation}}
{hline}

{title:Title}

{p2colset 5 18 20 2}{...}
{p2col :{hi:[R] cnreg} {hline 2}}Censored-normal regression{p_end}
{p2colreset}{...}


{title:Syntax}

{p 8 14 2}
{cmdab:cnr:eg}
{depvar} 
[{indepvars}] 
{ifin}
{weight}
{cmd:,}
{opt cen:sored(varname)}
[{it:options}]

{synoptset 20 tabbed}{...}
{synopthdr}
{synoptline}
{syntab:Model}
{p2coldent:* {opth cen:sored(varname)}}variable indicating whether
{it:depvar} is not censored (0), left-censored (-1), or right-censored
(1){p_end}
{synopt :{opth off:set(varname)}}include {it:varname} in model with coefficient
constrained to 1{p_end}

{syntab:SE/Robust}
{synopt :{opth vce(vcetype)}}{it:vcetype} may be {opt boot:strap}
or {opt jack:knife}{p_end}

{syntab:Reporting}
{synopt :{opt l:evel(#)}}set confidence level; default is
{cmd:level(95)}{p_end}

{syntab:Max options}
{synopt :{it:{help cnreg##maximize_options:maximize_options}}}control the maximization process; seldom used{p_end}
{synoptline}
{p2colreset}{...}
{p 4 6 2}
* {opt censored(varname)} is required.{p_end}
{p 4 6 2}
{opt bootstrap}, {opt by}, {opt jackknife}, {opt rolling}, {opt statsby},
{opt stepwise}, and {opt xi} are allowed, see {help prefix}.{p_end}
{p 4 6 2}
{opt aweight}s and {opt fweight}s are allowed; see {help weight}.{p_end}
{p 4 6 2}
See {help cnreg postestimation} for features available after estimation.


{title:Description}

{pstd}
{cmd:cnreg} fits a model of {depvar} on {indepvars}, where
{it:depvar} contains both observations and censored observations on the
process.  Censoring values may vary from observation to observation.


{title:Options}

{dlgtab:Model}

{phang}
{opth censored(varname)} is required.
{it:varname} is a variable indicating if {it:depvar} is censored and, if so,
whether the censoring is left or right.  
{hi:0} indicates that {it:depvar} is not censored.
{hi:-1} indicates left censoring; the true value is
known only to be less than or equal to the value recorded in {it:depvar}.
{hi:+1} indicates right censoring; the true value is known only
to be greater than or equal to the value recorded in {it:depvar}.

{phang}
{opth offset(varname)}; see {help estimation options}.

{dlgtab:SE/Robust}

{phang}
{opt vce(vcetype)}; see {it:{help vce_option}}.

{dlgtab:Reporting}

{phang}
{opt level(#)}; see {help estimation options}.

{marker maximize_options}{...}
{dlgtab:Max options}

{phang}
{it:maximize_options}: {opt iter:ate(#)}, [{cmd:{ul:no}}]{opt lo:g}, 
{opt tr:ace}, {opt tol:erance(#)}, {opt ltol:erance(#)}; see {help maximize}.
These options are seldom used.

{pmore}
Unlike most maximum likelihood commands, {cmd:cnreg}
defaults to {opt nolog}{hline 2}it suppresses the iteration log.
{opt log} will display the iteration log.


{title:Examples}

{pstd}
Assume that {cmd:y} contains income, truncated at $60,000 in 1989 and $100,000
in 1990.  That is, anybody having true income >= $60,000 has a recorded income
of 60,000.  Assume that {cmd:cen} contains

{center:{hi:0} if income <  60,000 and year==1989}
{center:{hi:1} if income >= 60,000 and year==1989}
{center:{hi:0} if income < 100,000 and year==1990}
{center:{hi:1} if income >=100,000 and year==1990}

{phang2}
{cmd:. cnreg y x1 x2 x3 x4 year89 year90, censored(cen)}

{pstd}
Now also assume that income is lower truncated at $2,000 in both years.  Anyone
having income recorded as 2,000 has a true income <= $2,000.  In addition to
above, {cmd:cen} now contains

{center:{hi:-1} if income <= 2,000}

{phang2}{cmd:. cnreg y x1 x2 x3 x4 year89 year90, censored(cen)}


{title:Also see}

{psee}
Manual:  {hi:[R] cnreg}
{p_end}

{psee}
Online:  
{help cnreg postestimation};{break}
{helpb heckman},
{helpb intreg}, 
{helpb oprobit}, 
{helpb regress},
{helpb _robust},
{helpb tobit}, 
{helpb xtintreg}, 
{helpb xttobit}
{p_end}