On Wednesday 02 July 2008 16:52:41 Arne Henningsen wrote:
> 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 i
Adding true random effects to survreg is certainly on my list of useful
additions, but one with no start date in sight. That said, one can get an
alternate solution with
survreg(Surv(time, status) ~ x1 + x2 + frailty.gaussian(id, method='aic'))
Justification: one can view a random effe
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
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