pldv

0th

Percentile

Panel estimators for limited dependent variables

Fixed and random effects estimators for truncated or censored limited dependent variable

Keywords
regression
Usage
pldv(
  formula,
  data,
  subset,
  weights,
  na.action,
  model = c("fd", "random", "pooling"),
  index = NULL,
  R = 20,
  start = NULL,
  lower = 0,
  upper = +Inf,
  objfun = c("lsq", "lad"),
  sample = c("cens", "trunc"),
  ...
)
Arguments
formula

a symbolic description for the model to be estimated,

data

a data.frame,

subset

see lm,

weights

see lm,

na.action

see lm,

model

one of "fd", "random" or "pooling",

index

the indexes, see pdata.frame(),

R

the number of points for the gaussian quadrature,

start

a vector of starting values,

lower

the lower bound for the censored/truncated dependent variable,

upper

the upper bound for the censored/truncated dependent variable,

objfun

the objective function for the fixed effect model, one of "lsq" for least squares and "lad" for least absolute deviations,

sample

"cens" for a censored (tobit-like) sample, "trunc" for a truncated sample,

further arguments.

Details

pldv computes two kinds of models : maximum likelihood estimator with an assumed normal distribution for the individual effects and a LSQ/LAD estimator for the first-difference model.

Value

An object of class c("plm","panelmodel").

References

HONO:92plm

Aliases
  • pldv
Documentation reproduced from package plm, version 2.2-5, License: GPL (>= 2)

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