[R] Tobit Estimation with Panel Data

Arne Henningsen arne.henningsen at googlemail.com
Wed Jul 2 16:52:41 CEST 2008

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 

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!



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