[R] Tobit regression

Sundar Dorai-Raj 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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