[R] Tobit Modelling

sayan dasgupta
Fri, 06 Aug 2010 07:57:54 -0000

Hi Patrick,

Well tobit regression is applicable when there is censoring in the data.

Tobit regression in R has been implemented in the R package survival
An easy user interface is there in the packages AER and Zelig.

On Fri, Aug 6, 2010 at 6:12 AM, Patrick Sessford
<psessford@hotmail.com>wrote:

>
>
> Dear R-users,
>
> I would like to model data where the response variable consists of many
> minus ones and many different positive values that seem to follow an
> apparently separate distribution (ie. -1, -1, 0.5, -1, 3, 3.5, 1.2, -1, -1,
> 0.4, etc); no values of the response can be less than minus one or between
> minus and zero (exclusive).
>
> I am aware of tobit regression but unaware of exactly how to implement it
> in R. If anyone is able to help me on this issue I'd be extremely
grateful;
> for example, if my (continuous) explanatory variables were x1 and x2, how
> should I define the model?
>
> Thank you for your time.
>
> Pat
>
>
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