Tobit {ModTools}

Tobit Regression

Description

Fitting and testing Tobit regression models for censored data.

Usage

Tobit(formula, left = 0, right = Inf, dist = "gaussian",
      subset = NULL, data = list(), ...)

Arguments

formula

a symbolic description of a regression model of type y ~ x1 + x2 + ....

left

left limit for the censored dependent variable y. If set to -Inf, y is assumed not to be left-censored.

right

right limit for the censored dependent variable y. If set to Inf, the default, y is assumed not to be right-censored.

dist

assumed distribution for the dependent variable y. This is passed to survreg, see the respective man page for more details.

subset

a specification of the rows to be used.

data

a data frame containing the variables in the model.

...

further arguments passed to survreg.

Details

The function Tobit is an alias for the AER function tobit (Achim Zeileis <[e-mail]>). All details can be found there.

Value

An object of class "Tobit" inheriting from class "survreg".

Author(s)

Andri Signorell

Examples

# still to do