you need to install the package:
install.packages("AER")
and then load it
library(AER)
2009/3/24 Lauren Peritz <lauren.peritz at gmail.com>
Thanks, Brandon!
Has anyone else tried to load the AER package available at the following
site:
http://cran.r-project.org/web/packages/AER/index.html
It has some new features (tobit and IV) that Brandon pointed out and would
be very useful for us. One typically opens the new features via:
R>demo("Ch-Intro", package = "AER") or the like. However, I
can't seem to
find such a package in the download - do you think this is a directory
inconsistency on my computer?
Thanks,
Lauren
2009/3/23 Brandon Stewart <bstewart at fas.harvard.edu>
Lauren & John,
There is a book called Applied Econometrics Using R (Kleiber and Zeileis
if I remember correctly). I am pretty sure they have an Two-Stage Tobit in
their accompanying R package. I know they have a whole chapter on
programming your own econometrics functions in R, so regardless the book
should help you.
Brandon
2009/3/23 Lauren Peritz <lauren.peritz at gmail.com>
Hello All,
After running into some difficulties with missing data, we are looking
into replicating one of our backup choices for papers. This paper employs a
two-stage tobit model. We gather the model is similar to a two-stage least
squares model in that one uses instrumental variables to deal with the
situation when at least some independent variable (xi) is correlated with at
least some stochastic component. We also understand the tobit model allows
one to deal with censored data (e.g. non-negative y).
We are wondering if anyone has experience running the tobit model in
Zelig, or programming in R a two-stage model using this concept of
instrumental variables. If so, perhaps we can ask you some specific
questions that have arisen in our replication.
The authors of our paper used Stata, which unfortunately for us, has a
pre-programmed IV tobit function and provides little clue to what the
function actually does (something of a 'black box').
Thank you in advance!
Lauren
(+ John Polley)
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