Powell's quantile regression method is available in the quantreg package rq(..., method="fcen", ...)
url: www.econ.uiuc.edu/~roger Roger Koenker email [EMAIL PROTECTED] Department of Economics vox: 217-333-4558 University of Illinois fax: 217-244-6678 Champaign, IL 61820 On Apr 25, 2006, at 2:07 PM, Alan Spearot wrote: > Hello, > > I've had no luck finding an R package that has the ability to > estimate a > Tobit model allowing for heteroskedasticity (multiplicative, for > example). > Am I missing something in survReg? Is there another package that I'm > unaware of? Is there an add-on package that will test for > heteroskedasticity? > > Thanks for your help. > > Cheers, > Alan Spearot > > -- > Alan Spearot > Department of Economics > University of Wisconsin - Madison > [EMAIL PROTECTED] > > [[alternative HTML version deleted]] > > ______________________________________________ > R-help@stat.math.ethz.ch mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide! http://www.R-project.org/posting- > guide.html ______________________________________________ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
