[R] How to fit a Tobit model with observations censored at different values
Terry Therneau
therneau at mayo.edu
Mon Jan 14 17:23:34 CET 2008
> I am a new user of R. I have a dataset with a dependent variable (DV) censored
> at different values. The dataset looks like,
conditions ..... IDV1 IDV2 DV
1 2 4 89
1 6 6 75
1 4 5 0 ( DV<=70)
...
>I do not know how to ajust the code in the VGAM pacakage. I would like to get
> some some suggestions. Thank you very much.
I do not know how to adjust the VGAM package, but it is very easy to fit Tobit
models using survreg. Let DV1 = the value of DV or the lower threshold and DV2
= 1 if the value is exact and 0 if it is censored. So for the above data
DV1 DV2
89 1
75 1
70 0
Then the following will fit a Tobit regression
survreg(Surv(DV1, DV2, type='left') ~ x1 + x2 + ..., data=mydata,
dist='gaussian')
Terry Therneau
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