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Does anyone know if it is possible to use the Tobit model and the data panels model together, especially in the R language?

I tried the censReg package, but it didn't address the inherent testing of models in data panels.

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  • $\begingroup$ Maybe Honoré (1992) Trimmed LAD and least squares estimation of truncated and censored regression models with fixed effects. Implemented in R's plm pldv function. $\endgroup$
    – Helix123
    Commented Jan 25, 2022 at 23:05

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You can estimate Tobit regresssions with random intercepts with the censReg package and with the pldv command of the plm package.

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  • $\begingroup$ Thank you. Do you have any document about It? $\endgroup$ Commented Mar 7, 2022 at 7:25
  • $\begingroup$ @VitorDeVasconcelosLima You may want to check out the package documentation. If you have the plm package installed, run: ?plm::pldv $\endgroup$ Commented May 13, 2023 at 22:10

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