[R] censReg or tobit: testing for assumptions in R?

E Hofstadler e.hofstadler at gmail.com
Fri Feb 11 13:14:14 CET 2011


Hello!

I'm thinking of applying a censored regression model to
cross-sectional data, using either the tobit (package survival) or the
censReg function (package censReg). The dependent variable is left and
right-censored.

My hopefully not too silly question is this: I understand that
heteroskedasticity and nonnormal errors are even more serious problems
in a censored regression than in an ols-regression. But I'm not sure
how to test for these assumptions in R? Is there a way to get to the
residuals of censored regression models (given that corresponding
functions for lm, such as rstandard, are not applicable)?

(Or perhaps I'm on the wrong track in a more fundamental sense and
shouldn't be Iooking for equivalences to lm?)

Many thanks for any help.

EH



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