[R] Tobit regression
Francisco Cribari
cribari at ufpe.br
Wed Jan 15 14:21:03 CET 2003
Does anyone have an R function for the estimation of Tobit regression
models (for censored responses), as described, e.g., in Davidson, R.
and MacKinnon, J.G., 1993, Section 15.7, Estimation and Inference in
Econometrics, Oxford University Press?
Thanks. FC.
--
Francisco Cribari-Neto voice: +55-81-32718420
Departamento de Estatistica fax: +55-81-32747425
Universidade Federal de Pernambuco e-mail: cribari at de.ufpe.br
Recife/PE, 50740-540, Brazil web: www.de.ufpe.br/~cribari
Asymptotics is the art of knowing where to be sloppy
and where to be precise.
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