Description Usage Arguments Value References See Also
ivtobit
fits a tobit model where one or more of the regressors is endogenous.
1 2 3 |
formula |
a symbolic description for the model to be estimated, |
instruments |
legacy option: a symbolic description for instrumental variables, |
data |
a |
subset |
see |
na.action |
a function which indicates what should happen when the data contain NAs. The default is set by the na.action setting of options, and is na.fail if that is unset. The ‘factory-fresh’ default is na.omit. Another possible value is NULL, no action. Value na.exclude can be useful. |
weights |
an optional vector of weights to be used in the fitting process. |
method |
"twostep" for two step estimator or maximization method (from maxLik package), currently either "NR" (for Newton-Raphson), "BFGS" (for Broyden-Fletcher-Goldfarb-Shanno), "BFGSR" (for the BFGS algorithm implemented in R), "BHHH" (for Berndt-Hall-Hall-Hausman), "SANN" (for Simulated ANNealing), "CG" (for Conjugate Gradients), or "NM" (for Nelder-Mead). Lower-case letters (such as "nr" for Newton-Raphson) are allowed. If missing, a suitable method is selected automatically. See |
... |
further arguments. |
object of class 'ivtobit' which inherits from class 'maxLik' if maximun likelihood estimation is used.
Components are identical to those of class 'maxLik' or 'lm' depending on method used,
see maxLik
or lm
.
Wooldridge, J. M. (2010). Econometric Analysis of Cross Section and Panel Data. 2nd ed. Cambridge. MIT Press.
See Also as maxLik
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.