Re: [R] Assumption in Bassic Tobit regression

From: Achim Zeileis <Achim.Zeileis_at_wu-wien.ac.at>
Date: Wed 15 Feb 2006 - 09:32:28 EST

On Wed, 15 Feb 2006 05:15:28 +0700 bambang pramono wrote:

> Is it assumption Tobit regression like OLS ? :
> 1. Normal
> 2. No autocorrelation
> 3. Homogeneity of variance
> 4. No Multicolinearity
>
> please make sure me !
> I need answer because i want to Judisium/ kompre/thesis test

This is the third time you ask the same question and it did not get more meaningful! Please consult an econometrics textbook (e.g. Greene or Cameron & Trivedi) for the theoretical background of tobit models.

Concerning available R implementations of various tobit flavours, you have already been pointed to a useful thread in the mailing list archives.
Z

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R-help@stat.math.ethz.ch mailing list
https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html Received on Wed Feb 15 09:34:54 2006

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