Re: [R] Tobit Estimation with Panel Data

2008-07-03 Thread Arne Henningsen
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

Re: [R] Tobit Estimation with Panel Data

2008-07-03 Thread Terry Therneau
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