[R] Tobit regression
sundar.dorai-raj at pdf.com
Wed Jan 15 14:49:02 CET 2003
Francisco Cribari wrote:
> 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.
See survreg in library(survival). Choosing dist="gaussian" should give
the tobit result if I remember correctly. It's been several years since
I've worked with them.
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