Hello! I'm thinking of applying a censored regression model to cross-sectional data, using either the tobit (package survival) or the censReg function (package censReg). The dependent variable is left and right-censored.
My hopefully not too silly question is this: I understand that heteroskedasticity and nonnormal errors are even more serious problems in a censored regression than in an ols-regression. But I'm not sure how to test for these assumptions in R? Is there a way to get to the residuals of censored regression models (given that corresponding functions for lm, such as rstandard, are not applicable)? (Or perhaps I'm on the wrong track in a more fundamental sense and shouldn't be Iooking for equivalences to lm?) Many thanks for any help. EH ______________________________________________ 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.
