[R] Endogenous Tobit/Probit model

2006-07-18 Thread Leandro Magnusson
Hi I would like to know if there is a package that allows me to implement endogenous Tobit/Probit model. Example: res1 <- rnorm(N); res2 <- res1*0.5 + rnorm(N) x <- z[,1]*2 + res1; ys <- x*b + res2; d <- (ys>0); #dummy variable y <- d*ys; y is censored and x is correlated

[R] Tobit variance covariance matrix

2006-07-10 Thread Leandro Magnusson
Hi, How can I recover the variance-covariance matrix of the tobit model from the variance-covariance of the survreg? I first used to the survreg function and then I selected the variance matrix. However, the last parameter is log(scale) and not the variance of the standard deviation of the cens