[R] Tobit model

[Achim Zeileis]

On Thu, 7 Feb 2008, Matthew Reeder wrote:

> Hi all,
>
>   Quick question - Which, if any, of the R packages contains procedures
> for running Tobit analysis?

survreg() in package "survival" can fit the basic tobit model, see
  example("tobin", package = "survival")

A simplified convenience interface called tobit() (that re-uses survival)
is available in package "AER" which is not yet on CRAN (but will be by the
end of the month), a devel-snapshot is available from
  http://statmath.wu-wien.ac.at/~zeileis/R/
See
  example("Affairs", package = "AER")

Selection models (aka generalized tobit models) are available as
selection() in package "micEcon". See
  example("selection", package = "micEcon")

hth,
Z

>
>   Regards,
>   Matt
>
>
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