On Thu, 7 Feb 2008, Matthew Reeder wrote:
> Hi all,
>
> Quick question - Which, if any, of the R packages contains procedures
> for running Tobit analysis?
survreg() in package "survival" can fit the basic tobit model, see
example("tobin", package = "survival")
A simplified convenience interface called tobit() (that re-uses survival)
is available in package "AER" which is not yet on CRAN (but will be by the
end of the month), a devel-snapshot is available from
http://statmath.wu-wien.ac.at/~zeileis/R/
See
example("Affairs", package = "AER")
Selection models (aka generalized tobit models) are available as
selection() in package "micEcon". See
example("selection", package = "micEcon")
hth,
Z
>
> Regards,
> Matt
>
>
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