[R] Tobit Estimation with Panel Data

From: Arne Henningsen <arne.henningsen_at_googlemail.com>
Date: Wed, 02 Jul 2008 10:52:41 -0400

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. [1]). However, as far as I know, this package cannot account for a panel structure of the data (i.e. data with two dimensions: usually time and individuals).

[1] http://finzi.psych.upenn.edu/R/Rhelp02a/archive/121253.html

Any hints are welcome!



R-help_at_r-project.org mailing list
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
Received on Wed 02 Jul 2008 - 15:12:56 GMT

Archive maintained by Robert King, hosted by the discipline of statistics at the University of Newcastle, Australia.
Archive generated by hypermail 2.2.0, at Thu 03 Jul 2008 - 13:31:28 GMT.

Mailing list information is available at https://stat.ethz.ch/mailman/listinfo/r-help. Please read the posting guide before posting to the list.

list of date sections of archive