R help - Apr 2001 - Q:Truncated Regression Model

Hi,

Problem: 
I have the ususal linear regression model
y=Xb
but I cant observe y (expenditure for a particular good) for some y <c
where c is fixed for all observations.
But I can observe the corresponding covariates x (incom).
 
I used the survivla5 library (survreg(Surv(y,y<c,type="left")~x)
for a
censored regression model (thanks again for this tip).
Is there a way to estimate a truncated model in a similar way?

	Thank you
		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 Wed, 11 Apr 2001, Ralph Leonhardt wrote:
> Hi,
>
> Problem:
> I have the ususal linear regression model
> y=Xb
> but I cant observe y (expenditure for a particular good) for some y <c
> where c is fixed for all observations.
> But I can observe the corresponding covariates x (incom).
>
> I used the survivla5 library
(survreg(Surv(y,y<c,type="left")~x) for a
> censored regression model (thanks again for this tip).
> Is there a way to estimate a truncated model in a similar way?
Yes, truncation is also allowed.

The form for the response is Surv(c,y,1), but it doesn't recycle arguments
so you actually need Surv(rep(c,length(y)),y,rep(1,length(y)))

	-thomas

-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-
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
_._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._