Censored Regression (Tobit) Models

Maximum Likelihood estimation of censored regression (Tobit) models with cross-sectional and panel data.


Reference manual

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install.packages("censReg")

0.5-40 by Arne Henningsen, 4 days ago


https://r-forge.r-project.org/projects/sampleselection/


Report a bug at https://r-forge.r-project.org/projects/sampleselection/


Browse source code at https://github.com/cran/censReg


Authors: Arne Henningsen [aut, cre] (ORCID:


Documentation:   PDF Manual  


GPL (>= 2) license


Imports glmmML, sandwich, miscTools, stats, plm

Depends on maxLik

Suggests AER, lmtest

Enhances sampleSelection


Imported by GLMpack, gravity.

Suggested by cmtest, httkexamples, insight, micsr.

Enhanced by stargazer.


See at CRAN