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Censored panel data

Posted: Wed May 30, 2018 1:42 pm
by Pascal1p
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?

Re: Censored panel data

Posted: Thu May 31, 2018 7:07 am
by Pascal1p
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