[R] Tobit Estimation with Panel Data

[Arne Henningsen]

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 is 
left-censored at zero. Hence, it is a special case of a survival model and 
can be estimated using the "survival" package (see e.g. [1]). However, as far 
as I know, this package cannot account for a panel structure of the data 
(i.e. data with two dimensions: usually time and individuals).

[1] http://finzi.psych.upenn.edu/R/Rhelp02a/archive/121253.html

Any hints are welcome!

Thanks,
Arne

-- 
http://www.arne-henningsen.name