Re: [R] Tobit model

From: Achim Zeileis <Achim.Zeileis_at_wu-wien.ac.at>
Date: Thu, 7 Feb 2008 23:22:44 +0100 (CET)


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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https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. Received on Thu 07 Feb 2008 - 22:23:54 GMT

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