[R] Assumption in Bassic Tobit regression

Achim Zeileis Achim.Zeileis at wu-wien.ac.at
Tue Feb 14 23:32:28 CET 2006


On Wed, 15 Feb 2006 05:15:28 +0700 bambang pramono wrote:

> Is it assumption Tobit regression like OLS ? :
> 1. Normal
> 2. No autocorrelation
> 3. Homogeneity of variance
> 4. No Multicolinearity
> 
> please make sure me !
> I need answer because i want to Judisium/ kompre/thesis test

This is the third time you ask the same question and it did not get
more meaningful! Please consult an econometrics textbook (e.g. Greene
or Cameron & Trivedi) for the theoretical background of tobit models.

Concerning available R implementations of various tobit flavours, you
have already been pointed to a useful thread in the mailing list
archives.
Z

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