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 censored distribution as in the Tobit model. tobit<- survreg(Surv(y, y > 0, type ='left')~ 0+ z + vh, dist = 'gaussian'); Om <- tobit$var;
Thanks Leandro ______________________________________________ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html