> 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. I assume you mean "survreg" in the survival package. It's a shame that censored gaussian regression has earned a unique label (tobit) that makes people think it is something so very different.
M>y 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)? Actually it can be less of a problem, since the really large outliers often turn into censored observations, limiting their leverage. For examination, there are good ideas in the article referenced by ?residuals.survreg. Terry Therneau ______________________________________________ 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.
