Hi all! Do you know if there is any R function/package that can be used to estimate "tobit" models with panel data (e.g. with random individual effects)?
In economics, a "tobit" model is a model with a dependent variable that is left-censored at zero. Hence, it is a special case of a survival model and can be estimated using the "survival" package (see e.g. [1]). However, as far as I know, this package cannot account for a panel structure of the data (i.e. data with two dimensions: usually time and individuals). [1] http://finzi.psych.upenn.edu/R/Rhelp02a/archive/121253.html Any hints are welcome! Thanks, Arne -- http://www.arne-henningsen.name ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
