Dear R-List, I am using Tobit regression models to estimate censored dependent variables (using survreg in the survival package). I have 2 questions:
1) Is there any package providing specification tests for Tobit models (Hausman test proposed by Newey (1987), Journal of Econometrics, White Information Matrix test or any other test I do not know about so far)? 2) Are there any packages that implement SUR or simultaneous equations for censored regression? Thanks in advance, Malte Malte Brockmann [EMAIL PROTECTED] ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
