Displaying 20 results from an estimated 3000 matches similar to: "longitudinal tobit regression in R"
2007 May 04
2
Library & Package for Tobit regression
Hello R-Users:
I am want to use tobit regression for left censored panel/longitudinal data. Could you please provide me the name of "library" and/or "package" that will give me option of fitting tobit regression model for longitudinal data?
Thank you.
Sattar
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2010 Feb 23
1
Longitudinal analysis: contrasting time points
Hi everyone
I have the following situation:
In a longitudinal study, subjects fill out a questionnaire every year
(repeated measurements over time). Also, the subjects are nested within
departments. There is an intervention going on over time. The outcome
variable is continuous. Now I'd like to analyse two things:
1. Is there a significant change over time? I think this is done by a
2007 May 08
1
Fitting Random effect tobit model
Dear R-user:
I have a left censored longitudinally measured data set with 4 variables such as sub (which is id), x (only covariate), y (repeatedly measured response) and w (weights) (note, ?-5? indicates the left censored value in the attached data set). I am using following R codes (?survival? library and ?survreg? package) for fitting a random effect tobit model for the left censored
2007 May 11
0
Tobit model and an error message
Dear R users:
I am using survreg for modeling left censored longitudinal data. When I am using the following code for fitting the tobit model I am getting some output with an warning message(highlighted with red color):
> survreg(Surv(y, y>=0, type='left')~x + frailty(id), cytokine.data, weight=w, dist='gaussian', scale=1)
Call:
survreg(formula = Surv(y, y >= 0, type
2011 Mar 27
0
setseed() works well
I tried the following comm in Linux(Ubuntu), It works well:
>set.seed(43);runif(3):rnorm(3)
>set.seed(43);runif(3);rnorm(3)
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>Send R-SIG-Debian mailing list submissions to
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2009 Apr 07
0
HELP: Use predict for Tobit Model. How to predict values in Tobit Model???
Hello,
I am working on a Tobit Model for a consumer good, left censored with zero.
Relation: Sales of product depend on price, promotion (dummy), Season(dummy)
and store (dummy)
Used standard Tobitmodel with package(AER) vor a 48 week period:
tobitmodel<-tobit(SALE~Price+Promotion+Season+Store,data= datatobit)
Now I want to predict the values for week 49-52.
Used predict device:
2012 Nov 28
0
Fixed Effects using AER's Tobit function - system is singular
I have an unbalanced panel of daily, county data that is naturally bounded at
zero so my intention is to use a tobit. I'm using tobit from the AER
package. There is cyclicality in the data for each pattern that I would like
to control for before I add my variables of interest.
I run the regression:
derp <- tobit(x ~ factor(Month)*factor(County), data = data0, left = 0,
right = Inf)
If I
2012 Apr 02
1
Bootstrapped Tobit regression - get standard error 0...
I am trying to work out a bootstrapped Tobit regression model. I get the
coefficients all right, but they all have standard error zero. And I am
unable to figure out why. I know the coefficients are correct because that's
what I get when do a Tobit (without bootstrapping). Here's my code:
# Bootstrap 95% CI for Tobit regression coefficients?
library(boot)
library(AER) # for the Affairs
2008 Aug 16
1
Pseudo R2 for Tobit Regression
Dear All:
I need some guidance in calculating a goodness-of-fit statistic for a Tobit
Regression model.
To develop the Tobit regression, I used the tobit() method from the AER
package, which is basically a simpler interface to the survreg() method.
I've read about pseudo R2 and C-index and was wondering if there is a
package that calculates this for me. Also, is there a reason to select
2004 Aug 25
0
Censored (Tobit) Regression method
I need to give a quick description of Tobit Regression (TR), including how
it differs from ordinary least squares (OLS). I am an ecologist who knows
just enough about remote sensing and statistics to be dangerous in both.
Now I have found myself doing a remote sensing project where I have used TR:
survreg(Surv()). As far as I can tell, no form of Censored Regression has
been used in analyzing
2006 Jul 11
0
Tobit variance covariance matrix
Hi,
How can I recover the variance-covariance matrix of the tobit model from
the variance-covariance of the survreg?
I first used to the survreg function and then I selected the variance
matrix. However, the last parameter is log(scale) and not the variance
of the standard deviation of the censored distribution as in the Tobit
model.
tobit<- survreg(Surv(y, y > 0, type ='left')~
2011 Mar 10
2
tobit regression model
Hi,
I'm trying to fit a tobit regression model to some data. When fitting the
exact same data in Stata, I have no problems at all, however R won't
converge. Its not a maxiters thing, since I've tried increasing this
already. I need to be able to fit the model in R since there are users of
the code that don't have a Stata license.
The code is:
require(AER)
left = 3.218476
x =
2013 Sep 12
0
predict from tobit regression
Dear R experts,
I am currently working on a rather simple tobit regression, where the
dependet variable is left-censored (>0). I would like to apply a Tobit
regression and then use the parameters of this regression to make a
prediction with new data. The intention behind this is to do an
extrapolation.
by using the VGAM or AER package, I already succeeded in getting fitted
values. However
2006 Jan 19
2
Tobit estimation?
Folks,
Based on
http://www.biostat.wustl.edu/archives/html/s-news/1999-06/msg00125.html
I thought I should experiment with using survreg() to estimate tobit
models.
I start by simulating a data frame with 100 observations from a tobit model
> x1 <- runif(100)
> x2 <- runif(100)*3
> ystar <- 2 + 3*x1 - 4*x2 + rnorm(100)*2
> y <- ystar
> censored <- ystar <= 0
2006 Feb 12
3
Tobit Regression (residual Assumption)
I'm statistician
I need help with tobit regression
Is there assumption in tobit regression ?
if any, what kind of that ?
please help me !!
2010 Nov 23
4
Tobit model on unbalanced panel
Appreciate any suggestions regarding how to fit an unbalanced panel data to
a Tobit model using R functions. I am trying to analyze how real estate
capital expenditures (CapEx) are affected by market conditions using a panel
Tobit model. The CapEx is either positive or 0, so it is censored. The data
are unbalanced panel, including the CapEx of about 5000 properties over
about 40 quarters, with the
2005 Apr 20
2
heckit / tobit estimation
Dear All,
we (Ott Toomet and I) would like to add functions for maximum likelihood (ML)
estimations of generalized tobit models of type 2 and type 5 (*see below) in
my R package for microeconomic analysis "micEcon". So far we have called
these functions "tobit2( )" and "tobit5( )".
Are these classifications well known? How are these functions called in other
2018 May 10
0
Using Tobit and SUR in Systemfit in R
Dear Community,
does anybody have an idea on how to estimate a system of three seemingly
unrelated regressions, two of which being TOBIT and one OLS?
Background: I am currently estimating a translog cost function and two
corresponding cost share equations using systemfit and the seemingly
unrelated regression ("SUR") specification.
However, I consider it more appropriate to estimate
2008 Jul 02
1
Tobit Estimation with Panel Data
Hi all!
Do you know if there is any R function/package that can be used to
estimate "tobit" models with panel data (e.g. with random individual
effects)?
In economics, a "tobit" model is a model with a dependent variable that is
left-censored at zero. Hence, it is a special case of a survival model and
can be estimated using the "survival" package (see e.g.
2009 Jun 08
0
Using survreg for Tobit
I am using survreg from the survival package to run a left censored tobit
model on “non-survival” data. I have to four questions that I hope someone
can help me with:
1) Is there anything I should take into consideration when using frailty()
to estimate random intercepts?
2) Is there anyway of extracting the estimated intercepts produced by
survreg when using frailty()?
3) Can someone point