Censored panel data

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Pascal1p
Posts: 2
Joined: Wed May 30, 2018 8:21 am

Censored panel data

Postby Pascal1p » Wed May 30, 2018 1:42 pm

Is it possible to do a censored panel data analyses in Eviews?
The dependent variable can only take values between 0 and 10 and the independent variables are characteristics of multiple countries. Each having data for multiple non-consecutive years (for example 2003, 2005, 2012, 2014 and 2015).

Currently, the best way to do this is with the equation in the attachment, but how to implement this in Eviews?
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Pascal1p
Posts: 2
Joined: Wed May 30, 2018 8:21 am

Re: Censored panel data

Postby Pascal1p » Thu May 31, 2018 7:07 am

Apparently, you can calculate the integral with the Gauss-Hermite quadrature or with Maximum simulated likelihood.
Is there are a way to do this in Eviews, for me this is a new terrain.

paragraf 3.3:
https://cran.r-project.org/web/packages ... ensReg.pdf


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