[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!

Thanks,
Arne

-- 
http://www.arne-henningsen.name

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