Estimating Censored Regression Models in R using the censReg Package
نویسنده
چکیده
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.
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