[R] Tobit Fixed Effects

Daniel Malter daniel at umd.edu
Thu Sep 15 08:56:01 CEST 2011

Not satisfactory in which sense?

The survreg(Surv(Value,Censoring)~indvars+strata(id)) should/may work. For a
discussion of Tobit fixed effects, see also Greene's website:

http://pages.stern.nyu.edu/~wgreene/publications.htm under "Fixed Efects and
Bias Due to the Incidental Parameters Problem in the Tobit Model"


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