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% Generated by roxygen2: do not edit by hand
% Please edit documentation in R/est_ldv.R
\name{pldv}
\alias{pldv}
\title{Panel estimators for limited dependent variables}
\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{
\item{formula}{a symbolic description for the model to be
estimated,}
\item{data}{a \code{data.frame},}
\item{subset}{see \code{lm},}
\item{weights}{see \code{lm},}
\item{na.action}{see \code{lm},}
\item{model}{one of \code{"fd"}, \code{"random"}, or \code{"pooling"},}
\item{index}{the indexes, see \code{\link[=pdata.frame]{pdata.frame()}},}
\item{R}{the number of points for the gaussian quadrature,}
\item{start}{a vector of starting values,}
\item{lower}{the lower bound for the censored/truncated dependent
variable,}
\item{upper}{the upper bound for the censored/truncated dependent
variable,}
\item{objfun}{the objective function for the fixed effect model (\code{model = "fd"},
irrelevant for other values of the \code{model} argument ):
one of \code{"lsq"} for least squares (minimise sum of squares of the residuals)
and \code{"lad"} for least absolute deviations (minimise sum of absolute values
of the residuals),}
\item{sample}{\code{"cens"} for a censored (tobit-like) sample,
\code{"trunc"} for a truncated sample,}
\item{\dots}{further arguments.}
}
\value{
For \code{model = "fd"}, an object of class \code{c("plm", "panelmodel")}, for
\code{model = "random"} and \code{model = "pooling"} an object of class \code{c("maxLik", "maxim")}.
}
\description{
Fixed and random effects estimators for truncated or censored
limited dependent variable
}
\details{
\code{pldv} computes two kinds of models: a LSQ/LAD estimator for the
first-difference model (\code{model = "fd"}) and a maximum likelihood estimator
with an assumed normal distribution for the individual effects
(\code{model = "random"} or \code{"pooling"}).
For maximum-likelihood estimations, \code{pldv} uses internally function
\code{\link[maxLik:maxLik]{maxLik::maxLik()}} (from package \CRANpkg{maxLik}).
}
\examples{
## as these examples take a bit of time, do not run them automatically
\dontrun{
data("Donors", package = "pder")
library("plm")
pDonors <- pdata.frame(Donors, index = "id")
# replicate Landry/Lange/List/Price/Rupp (2010), online appendix, table 5a, models A and B
modA <- pldv(donation ~ treatment + prcontr, data = pDonors,
model = "random", method = "bfgs")
summary(modA)
modB <- pldv(donation ~ treatment * prcontr - prcontr, data = pDonors,
model = "random", method = "bfgs")
summary(modB)
}
}
\references{
\insertRef{HONO:92}{plm}
}
\author{
Yves Croissant
}
\keyword{regression}
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