[R] Tobit variance covariance matrix

From: Leandro Magnusson <Leandro_Magnusson_at_brown.edu>
Date: Tue 11 Jul 2006 - 16:27:44 EST


Hi,

How can I recover the variance-covariance matrix of the tobit model from the variance-covariance of the survreg?
I first used to the survreg function and then I selected the variance matrix. However, the last parameter is log(scale) and not the variance of the standard deviation of the censored distribution as in the Tobit model.
tobit<- survreg(Surv(y, y > 0, type ='left')~ 0+ z + vh, dist = 'gaussian'); Om <- tobit$var;

Thanks

Leandro



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 Tue Jul 11 16:32:01 2006

Archive maintained by Robert King, hosted by the discipline of statistics at the University of Newcastle, Australia.
Archive generated by hypermail 2.1.8, at Tue 11 Jul 2006 - 18:16:08 EST.

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