Re: [R] Heteroskedasticity in Tobit models

2006-04-25 Thread Thomas Lumley
On Tue, 25 Apr 2006, Alan Spearot wrote: > Hello, > > I've had no luck finding an R package that has the ability to estimate a > Tobit model allowing for heteroskedasticity (multiplicative, for example). > Am I missing something in survReg? Is there another package that I'm > unaware of? Is ther

Re: [R] Heteroskedasticity in Tobit models

2006-04-25 Thread roger koenker
Powell's quantile regression method is available in the quantreg package rq(..., method="fcen", ...) url:www.econ.uiuc.edu/~rogerRoger Koenker email[EMAIL PROTECTED]Department of Economics vox: 217-333-4558University of Illinois fax: 217-

[R] Heteroskedasticity in Tobit models

2006-04-25 Thread Alan Spearot
Hello, I've had no luck finding an R package that has the ability to estimate a Tobit model allowing for heteroskedasticity (multiplicative, for example). Am I missing something in survReg? Is there another package that I'm unaware of? Is there an add-on package that will test for heteroskedasti