[R] Tobit analysis

David Firth david.firth at nuffield.oxford.ac.uk
Wed Jul 16 16:47:31 CEST 2003


Gaussian and normal are two different words for the same thing.

The example at
http://www.biostat.wustl.edu/archives/html/s-news/1999-06/msg00125.html
should give you plenty of clues.

David

On Wednesday, Jul 16, 2003, at 16:26 Europe/London, Andrew Barnes wrote:

> Having read previous correspondance on this topic, am I right in using 
> a
> gaussian distribution for a tobit model, one article suggests a normal 
> distribution?
>
> Also, I want to censure at the upper bound, so, using the survival5 
> package I use:
>
> survreg(Surv(y,y<c,type="right")~x) for a censored regression.
>
> Could anybody who's had experience of this, confirm whether I'm in the 
> ballpark?
>
> Grateful thanks
> Andrew Barnes
> =======================================
> Dr Andrew Barnes
> Agricultural Management Economist
>
> Modelling and Strategy Group
> Land Economy Research Department
> Research Division
> SAC
> West Mains Road
> Edinburgh
> EH9 3JG
>
> Tel: 0131 535 4042    E.Mail:  A.Barnes at ed.sac.ac.uk
> Fax: 0131 667 2601    Mobile:  07811 935 022
>
> Website: http://www.sac.ac.uk/management/external/default.htm
>
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