[R] Tobit Fixed Effects

Joshua Wiley jwiley.psych at gmail.com
Thu Sep 15 09:03:18 CEST 2011

On Wed, Sep 14, 2011 at 11:56 PM, Daniel Malter <daniel at umd.edu> wrote:
> Not satisfactory in which sense?
> The survreg(Surv(Value,Censoring)~indvars+strata(id)) should/may work. For a

or cluster(year) if you have a new sample of people in each year

> 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"
> HTH,
> Daniel
> --
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Joshua Wiley
Ph.D. Student, Health Psychology
Programmer Analyst II, ATS Statistical Consulting Group
University of California, Los Angeles

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