View source: R/regression_models.R

Tobit regression | R Documentation |

Tobit regression.

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

`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. |

The tobit regression model is fitted.

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 |

`loglik` |
The log-likelihood. |

`iters` |
The number of iterations required by Newton-Raphson. |

Michail Tsagris.

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

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
```

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

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