Hi all,
is any of you aware of a command that allows both to implement symmetrically trimmed (i.e. censored) least squares in Stata and to use factor variables and time series operators? I was resorting to the use of the user written command "scls" (https://ideas.repec.org/c/boc/bocode/s457402.html), which would have been totally fine except for the fact that it does not allow for factor variables. I know that I could re-create the factor variables as individual dummies and use the command as it is, but was wondering whether anyone had a quicker idea in mind.
I am working on Stata/SE 15.1
is any of you aware of a command that allows both to implement symmetrically trimmed (i.e. censored) least squares in Stata and to use factor variables and time series operators? I was resorting to the use of the user written command "scls" (https://ideas.repec.org/c/boc/bocode/s457402.html), which would have been totally fine except for the fact that it does not allow for factor variables. I know that I could re-create the factor variables as individual dummies and use the command as it is, but was wondering whether anyone had a quicker idea in mind.
I am working on Stata/SE 15.1
