[R] Censored or truncated Regression Models/Tobit

Thomas Lumley tlumley at u.washington.edu
Mon Apr 2 17:29:04 CEST 2001

On Mon, 2 Apr 2001, Ralph Leonhardt wrote:

> Hi,
> what is the best way to estimate a tobit(truncated) regression model in
> R ?
> Is there already a packet available ?

I'm not entirely sure what a tobit model is, but there are censored
parametric regression models in the survival5 package, function survreg().

You can have data truncated on one side and censored on the other, or
censored on both sides.  Distributions include the Gaussian.


Thomas Lumley			Asst. Professor, Biostatistics
tlumley at u.washington.edu	University of Washington, Seattle

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