Message-ID: <3AD45F3B.BE44D69F@lrz.uni-muenchen.de>
Date: 2001-04-11T13:42:19Z
From: Ralph Leonhardt
Subject: Q:Truncated Regression Model
Hi,
Problem:
I have the ususal linear regression model
y=Xb
but I cant observe y (expenditure for a particular good) for some y <c
where c is fixed for all observations.
But I can observe the corresponding covariates x (incom).
I used the survivla5 library (survreg(Surv(y,y<c,type="left")~x) for a
censored regression model (thanks again for this tip).
Is there a way to estimate a truncated model in a similar way?
Thank you
Ralph leonhardt
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