# tobit.reg: Tobit regression In Rfast2: A Collection of Efficient and Extremely Fast R Functions II

 Tobit regression R Documentation

## Tobit regression

### Description

Tobit regression.

### Usage

``````tobit.reg(y, x, ylow = 0, full = FALSE, tol = 1e-07, maxiters = 100)
``````

### Arguments

 `y` The dependent variable; a numerical vector with values. `x` A matrix with the data, where the rows denote the samples (and the two groups) and the columns are the variables. This can be a matrix or a data.frame (with factors). `ylow` The lowest value below which nothing is observed. The cut-off value. `full` If this is FALSE, the coefficients and the log-likelihood will be returned only. If this is TRUE, more information is returned. `tol` The tolerance value to terminate the Newton-Raphson algorithm. `maxiters` The max number of iterations that can take place in each regression.

### Details

The tobit regression model is fitted.

### Value

When full is FALSE a list including:

 `be` The estimated regression coefficients. `s` The estimated scale parameter. `loglik` The log-likelihood of the model. `iters` The number of iterations required by Newton-Raphson.

When full is TRUE a list including:

 `info` The estimated `theta`, regression coefficients, their standard error, their Wald test statistic and their p-value. `loglik` The log-likelihood. `iters` The number of iterations required by Newton-Raphson.

### Author(s)

Michail Tsagris.

R implementation and documentation: Michail Tsagris mtsagris@uoc.gr.

### References

Tobin James (1958). Estimation of Relationships for Limited Dependent Variables. Econometrica, 26(1): 24–36.

https://en.wikipedia.org/wiki/Tobit_model

``` hp.reg, ztp.reg, censweibull.mle, censpois.mle ```

### Examples

``````x <- rnorm(100)
y <- rnorm(100)
y[y < 0] <- 0
a <- tobit.reg(y, x, full = TRUE)
``````

Rfast2 documentation built on May 29, 2024, 8:45 a.m.