Estimating overall exposure effects for the clustered and censored outcome using random effect Tobit regression models

Estimating Censored Regression Models in R using the censReg Package

We demonstrate how censored regression models (including standard Tobit models) can be estimated in R using the add-on package censReg. This package provides not only the usual maximum likelihood (ML) procedure for cross-sectional data but also the random-effects maximum likelihood procedure for panel data using Gauss-Hermite quadrature.

Bayes inference in the Tobit censored regression model *

We consider the Bayes estimation of the Tobit censored regression model with normally distributed errors. A simple condition for the existence of posterior moments is provided. Suitable versions of Monte Carlo procedures based on symmetric multivariate-t distributions, and Laplacian approximations in a certain parametrization, are developed and illustrated. Ideas involving data augmentation and...

Semiparametric Regression for Clustered Data Using Generalized Estimating Equations

We consider estimation in a semiparametric generalized linear model for clustered data using estimating equations. Our results apply to the case where the number of observations per cluster is Ž nite, whereas the number of clusters is large. The mean of the outcome variable Œ is of the form g4Œ5 D X‚C ˆ4T 5, where g4¢5 is a link function, X and T are covariates, ‚ is an unknown parameter vector...

Semiparametri Regression For Clustered Data Using Generalized Estimating Equations

Random-effects regression models for clustered data with an example from smoking prevention research.

A random-effects regression model is proposed for analysis of clustered data. Unlike ordinary regression analysis of clustered data, random-effects regression models do not assume that each observation is independent but do assume that data within clusters are dependent to some degree. The degree of this dependency is estimated along with estimates of the usual model parameters, thus adjusting ...