[R] Specification Tests for Tobit Models

Malte Brockmann
Mon, 26 Nov 2007 19:40:31 -0000

Dear R-List,

I am using Tobit regression models to estimate censored dependent
variables (using survreg in the survival package). I have 2 questions:

1) Is there any package providing specification tests for Tobit models
(Hausman test proposed by Newey (1987), Journal of Econometrics, White
Information Matrix test or any other test I do not know about so far)?

2) Are there any packages that implement SUR or simultaneous equations
for censored regression?

Thanks in advance,
Malte



Malte Brockmann
malte.brockmann at ebs.edu