[R] Tobit estimation?

From: Ken Knoblauch <knoblauch_at_lyon.inserm.fr>
Date: Thu 19 Jan 2006 - 21:57:14 EST


If you look at ?survreg, you might notice that there is no link argument, but that
reference is made to survreg.old that does contain a link argument. Thus,

help(survreg,package=survival)
> x1 <- runif(100)
> x2 <- runif(100)*3
> ystar <- 2 + 3*x1 - 4*x2 + rnorm(100)*2
> y <- ystar
> censored <- ystar <= 0
> y[censored] <- 0
> D <- data.frame(y, x1, x2)
> head(D)

         y x1 x2

1 0.000000 0.8381902 2.3445745
2 2.834993 0.6603959 0.4572142
3 2.322114 0.6683632 0.2619112
4 0.000000 0.3762860 1.8897217
5 1.977283 0.9713827 0.8079159
6 0.536224 0.8266868 1.1839211

> library(survival)

Loading required package: splines
> tfit <- survreg(Surv(y, y>0, type='left') ~ x1 + x2,
+                   data=D, dist='gaussian', link='identity')
Error in survreg.control(...) : unused argument(s) (link ...) +
> tfit <- survreg.old(Surv(y, y>0, type='left') ~ x1 + x2,
+                   data=D, dist='gaussian', link='identity')

> tfit

Call:
survreg(formula = formula, data = data, dist = dist, scale = scale)

Coefficients:
(Intercept) x1 x2

   1.594501 2.825190 -2.985390

Scale= 1.493047

Loglik(model)= -66.1 Loglik(intercept only)= -109.7

        Chisq= 87.28 on 2 degrees of freedom, p= 0 n= 100
>

-- 
Ken Knoblauch
Inserm U371
Cerveau et Vision
Dept. of Cognitive Neuroscience
18 avenue du Doyen LÚpine
69500 Bron
France
tel: +33 (0)4 72 91 34 77
fax: +33 (0)4 72 91 34 61
portable: +33 (0)6 84 10 64 10
http://www.lyon.inserm.fr/371/

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Received on Thu Jan 19 20:08:51 2006

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