[R] Heteroskedasticity in Tobit models

[roger koenker]

Powell's quantile regression method is available in the quantreg
package  rq(..., method="fcen", ...)


url:    www.econ.uiuc.edu/~roger            Roger Koenker
email    rkoenker at uiuc.edu            Department of Economics
vox:     217-333-4558                University of Illinois
fax:       217-244-6678                Champaign, IL 61820


On Apr 25, 2006, at 2:07 PM, Alan Spearot wrote:

> Hello,
>
> I've had no luck finding an R package that has the ability to  
> estimate a
> Tobit model allowing for heteroskedasticity (multiplicative, for  
> example).
> Am I missing something in survReg?  Is there another package that I'm
> unaware of?  Is there an add-on package that will test for
> heteroskedasticity?
>
> Thanks for your help.
>
> Cheers,
> Alan Spearot
>
> --
> Alan Spearot
> Department of Economics
> University of Wisconsin - Madison
> acspearot at wisc.edu
>
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>
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