[R] Q:Truncated Regression Model
Ralph.Leonhardt at lrz.uni-muenchen.de
Wed Apr 11 15:42:19 CEST 2001
I have the ususal linear regression model
but I cant observe y (expenditure for a particular good) for some y <c
where c is fixed for all observations.
But I can observe the corresponding covariates x (incom).
I used the survivla5 library (survreg(Surv(y,y<c,type="left")~x) for a
censored regression model (thanks again for this tip).
Is there a way to estimate a truncated model in a similar way?
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