[R] Censored or truncated Regression Models/Tobit

[Daniel A. Powers]

Ralph --
You can do a censored regression with the survival5 library

library(survival5)
survreg(Surv(y,c), dist="normal")

where y is the censored dep-var and c is 1 if observed and 0 otherwise.

Cheers,
Dan
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Dan Powers
Associate Professor, Sociology
University of Texas at Austin


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 ?
>
> 	Gruss
> 		Ralph Leonhardt
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