  A new Stata command, ldvqreg, is developed to estimate quantile regression
models for the cases of censored (with lower and/or upper censoring) and binary
dependent variables. The estimators are implemented using a smoothed version of
the quantile regression objective function. Simulation exercises show that it
correctly estimates the parameters and it should be implemented instead of the
available quantile regression methods when censoring is present. An empirical
application to women's labor supply in Uruguay is considered.
