Package: brtobit 0.1-2

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.

Authors:Achim Zeileis [aut, cre], Ioannis Kosmidis [aut], Susanne Koell [aut], Christian Kleiber [ctb]