Francisco, Francisco Cribari wrote:
Does anyone have an R function for the estimation of Tobit regression models (for censored responses), as described, e.g., in Davidson, R. and MacKinnon, J.G., 1993, Section 15.7, Estimation and Inference in
Econometrics, Oxford University Press?
Thanks. FC.
See survreg in library(survival). Choosing dist="gaussian" should give the tobit result if I remember correctly. It's been several years since I've worked with them.
Sundar
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