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?

Yes, truncation is also allowed.

The form for the response is Surv(c,y,1), but it doesn't recycle arguments
so you actually need Surv(rep(c,length(y)),y,rep(1,length(y)))

	-thomas

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