[R] Q:Truncated Regression Model

Thomas Lumley tlumley at u.washington.edu
Wed Apr 11 16:19:27 CEST 2001

On Wed, 11 Apr 2001, Ralph Leonhardt wrote:

> Hi,
> Problem:
> I have the ususal linear regression model
> y=Xb
> 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?

Yes, truncation is also allowed.

The form for the response is Surv(c,y,1), but it doesn't recycle arguments
so you actually need Surv(rep(c,length(y)),y,rep(1,length(y)))


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