Timothy G. Conley
University of Chicago GSB

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This page contains downloadable STATA .ado files written by Robert Vigfusson. These files estimate Censored Quantile Regressions like those in my paper: " Nativity and Wealth in Mid-Nineteenth-Century Cities." These algorithms are based on work by Moshe Buchinsky. Once they have been downloaded to your working directory, these STATA .ado files can be used just like built-in STATA commands.

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Basic Information:

• Readme file containing a description of these files.

Stata v6.0 Ado files to Estimate Censored Quantile Regressions :

• Censored QR ADO file using simple starting values.
• Censored QR ADO file with a more sophisticated method for getting starting values.

Stata v6.0 Code Examples Using these two procedures:

• First Example File Illustrates Censored QR on generated data.
• Second Example File Sample Censored QR program with simple starting values that is easily modified for your application.
  • Data for the Second Example File
• Third Example File Sample program using a more sophisticated starting values approach.

All of the 7 Stata v6.0 files listed above in a .zip file:

• Zipped file.

For any questions about this code, please email Robert Vigfusson