On Feb 22, 2015, at 3:17 PM, Christopher Shultz wrote:
> Hi:
>
>
>
>
> I am trying to write code to run a simultaneous probit-tobit
> model (Chappell, 1982) in order to quantify the determinants of
> legislator voting behavior. I can't seem to find any background on this.
> I have worked with code for simple logit and probit models, but this is
> a different beast.
>
> The logic is that this model reduces some of the endogeneity
> associated with a single equation model. As a general overview of the
> structure: http://uploadpie.com/yB5mw
I'm pretty much clueless about "endogeneity", but I do know that Therneau uses
this as an example in survival::survreg:
# Economists fit a model called `tobit regression', which is a standard
# linear regression with Gaussian errors, and left censored data.
tobinfit <- survreg(Surv(durable, durable>0, type='left') ~ age + quant,
data=tobin, dist='gaussian')
> Does anyone know if there is a package or simple way to code this? Thanks in
> advance!
When I ask (or am asked) the question: is there code to do X? .... I reach for
the sos-package:
install.packages('sos')
library(sos)
findFn("tobit") # 98 links
findFn("tobit probit")
found 43 matches; retrieving 3 pages
2 3
Downloaded 25 links in 11 packages.
>
> [[alternative HTML version deleted]]
>
Please read the posting guide.
--
David Winsemius
Alameda, CA, USA
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