Hi, what is the best way to estimate a tobit(truncated) regression model in R ? Is there already a packet available ? Gruss Ralph Leonhardt -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html Send "info", "help", or "[un]subscribe" (in the "body", not the subject !) To: r-help-request at stat.math.ethz.ch _._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._
On Mon, 2 Apr 2001, Ralph Leonhardt wrote:> Hi, > > what is the best way to estimate a tobit(truncated) regression model in > R ? > Is there already a packet available ? >I'm not entirely sure what a tobit model is, but there are censored parametric regression models in the survival5 package, function survreg(). You can have data truncated on one side and censored on the other, or censored on both sides. Distributions include the Gaussian. -thomas Thomas Lumley Asst. Professor, Biostatistics tlumley at u.washington.edu University of Washington, Seattle -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html Send "info", "help", or "[un]subscribe" (in the "body", not the subject !) To: r-help-request at stat.math.ethz.ch _._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._
Ralph -- You can do a censored regression with the survival5 library library(survival5) survreg(Surv(y,c), dist="normal") where y is the censored dep-var and c is 1 if observed and 0 otherwise. Cheers, Dan =-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-Dan Powers Associate Professor, Sociology University of Texas at Austin On Mon, 2 Apr 2001, Ralph Leonhardt wrote:> Hi, > > what is the best way to estimate a tobit(truncated) regression model in > R ? > Is there already a packet available ? > > Gruss > Ralph Leonhardt > -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- > r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html > Send "info", "help", or "[un]subscribe" > (in the "body", not the subject !) To: r-help-request at stat.math.ethz.ch > _._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._ >-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html Send "info", "help", or "[un]subscribe" (in the "body", not the subject !) To: r-help-request at stat.math.ethz.ch _._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._