Does anyone have an R function for the estimation of Tobit regression models (for censored responses), as described, e.g., in Davidson, R. and MacKinnon, J.G., 1993, Section 15.7, Estimation and Inference in Econometrics, Oxford University Press? Thanks. FC. -- Francisco Cribari-Neto voice: +55-81-32718420 Departamento de Estatistica fax: +55-81-32747425 Universidade Federal de Pernambuco e-mail: cribari at de.ufpe.br Recife/PE, 50740-540, Brazil web: de.ufpe.br/~cribari Asymptotics is the art of knowing where to be sloppy and where to be precise.
Francisco, Francisco Cribari wrote:> Does anyone have an R function for the estimation of Tobit regression > models (for censored responses), as described, e.g., in Davidson, R. > and MacKinnon, J.G., 1993, Section 15.7, Estimation and Inference in > Econometrics, Oxford University Press? > > Thanks. FC. >See survreg in library(survival). Choosing dist="gaussian" should give the tobit result if I remember correctly. It's been several years since I've worked with them. Sundar