tobit.list

<p>The data is the output from a Tobit model that was estimated with MCMC techniques.
	  The estimation was performed with five parallel chains of 50,000 iterations
	  each and the first 40,000 iterations were discarded.</p>

data

The 'superdiag' package provides a comprehensive test suite for testing
Markov Chain nonconvergence. It integrates five standard empirical MCMC convergence
diagnostics (Gelman-Rubin, Geweke, Heidelberger-Welch, Raftery-Lewis, and Hellinger
distance) and plotting functions for trace plots and density histograms. The functions
of the package can be used to present all diagnostic statistics and graphs at once
for conveniently checking MCMC nonconvergence.

Le Bao

tobit.list: Data: A `mcmc.list` from a Tobit model

Description

Arguments

Details

References