censReg( formula, left = 0, right = Inf, data = sys.frame( sys.parent()), start = NULL, nGHQ = 8, logLikOnly = FALSE, ... )
"print"( x, logSigma = TRUE, digits = 4, ... )
"formula"
:
a symbolic description of the model to be fitted.-Inf
, the dependent variable is assumed to be
not left-censored; defaults to zero (classical Tobit model).Inf
, the dependent variable is assumed to be
not right-censored; defaults to Inf
(classical Tobit model).data
is of class "pdata.frame"
,
a panel-model is estimated.start
is not specified, initial values are taken from an OLS
estimation or (uncensored) random-effects panel data estimation.TRUE
, the model is not estimated
but the log-likelihood contributions of all observations/individuals
and the corresponding gradients
calculated at the parameters specified by argument start
are returned.censReg
(returned by censReg
).coef.censReg
).print.default
).censReg
are passed to
maxLik
;
additional arguments for print.censReg
are currently ignored.logLikOnly
is FALSE
(default),
censReg
returns an object of class "censReg"
inheriting from class "maxLik"
.
The returned object contains the same components as objects
returned by maxLik
and additionally
the following components:In contrast,
if argument logLikOnly
is TRUE
,
censReg
returns a vector
of the log-likelihood contributions of all observations/individuals.
This vector has an attribute "gradient"
,
which is a matrix containing the gradients of the log-likelihood contributions
with respect to the parameters.
maxLik
of the maxLik package.
An additional argument method
can be used to specify
the optimization method used by maxLik
,
e.g.\ "Newton-Raphson"
, "BHHH"
, "BFGS"
,
"SANN"
(for simulated annealing), or
"NM"
(for Nelder-Mead).
Kleiber, C. and Zeileis, A. (2008): Applied Econometrics with R, Springer, p. 141-143.
Tobin, J. (1958): Estimation of Relationships for Limited Dependent Variables. Econometrica 26, p. 24-36.
summary.censReg
, coef.censReg
,
tobit
, selection
## Kleiber & Zeileis ( 2008 ), page 142
data( "Affairs", package = "AER" )
estResult <- censReg( affairs ~ age + yearsmarried + religiousness +
occupation + rating, data = Affairs )
print( estResult )
## Kleiber & Zeileis ( 2008 ), page 143
estResultBoth <- censReg( affairs ~ age + yearsmarried + religiousness +
occupation + rating, data = Affairs, right = 4 )
print( estResultBoth )
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