Tobit Regression — Tobit • ModTools

Fitting and testing Tobit regression models for censored data.

Usage

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

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.

The function Tobit is an alias for the AER function tobit (Achim Zeileis <Achim.Zeileis@R-project.org>). All details can be found there.

Andri Signorell

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

# still to do