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brtobit: Bias-Reduced Tobit Regression
Tobit models are regression models with a Gaussian response variable left-censored at zero, constant latent variance, and a latent mean that depends on covariates through a linear predictor. As an alternative to plain maximum likelihood estimation, the adjusted score equations of Kosmidis and Firth (2010) <doi:10.1214/10-ejs579> are utilized to obtain bias-reduced estimates of the model parameters.
Getting started
Browse package contents
Package details |
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| Author | Achim Zeileis [aut, cre] (<https://orcid.org/0000-0003-0918-3766>), Ioannis Kosmidis [aut] (<https://orcid.org/0000-0003-1556-0302>), Susanne Koell [aut], Christian Kleiber [ctb] (<https://orcid.org/0000-0002-6781-4733>) |
| Maintainer | Achim Zeileis <Achim.Zeileis@R-project.org> |
| License | GPL-2 | GPL-3 |
| Version | 0.1-2 |
| Package repository | View on R-Forge |
| Installation |
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