[R] Tobit variance covariance matrix

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


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;



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