Truncated Gaussian Regression Models

Estimation of models for truncated Gaussian variables by maximum likelihood.


Changes in version 0.2-2

o a scaled version is added

Changes in version 0.2-1

o email of the maintainer changed

Changes in Version 0.2-0

o Added/improved support for standard extractor methods: logLik(), model.matrix(), model.frame(), terms(), predict().

o Extended information provided in "truncreg" objects to support methods above, e.g., the terms and number of observations are now conveniently accessible, model/y/x are optionally available.

o Added internal check that the response is actually truncated and an error is thrown if not.

Reference manual

It appears you don't have a PDF plugin for this browser. You can click here to download the reference manual.


0.2-5 by Yves Croissant, 2 years ago

Browse source code at

Authors: Yves Croissant [aut, cre] , Achim Zeileis [aut]

Documentation:   PDF Manual  

Task views: Econometrics

GPL (>= 2) license

Depends on maxLik

Suggests survival

Imported by gfoRmula, mlt.docreg, rDEA.

Depended on by mhurdle, truncSP.

Suggested by AER, insight, parameters, tcensReg.

Enhanced by prediction.

See at CRAN