Using Tobit and SUR in Systemfit in R

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Using Tobit and SUR in Systemfit in R

Tom Kopp

Dear Community,

does anybody have an idea on how to estimate a system of three seemingly
unrelated regressions, two of which being TOBIT and one OLS?

Background: I am currently estimating a translog cost function and two
corresponding cost share equations using systemfit and the seemingly
unrelated regression ("SUR") specification.
However, I consider it more appropriate to estimate the cost function
via OLS and the cost share equations via TOBIT due to some peculiarities
of the data (but still as SUR).

I am looking forward to your replies!!

Warm regards,

Tom

(I have checked on various help sites but found nothing that could be
applied to this specific problem.)
(I also posted on stackoverflow since I do not know about the overlap of
both communities.)

--



Dr. Thomas Kopp
Postdoctoral Researcher

The University of Göttingen
Department of Agricultural Economics and Rural Development
Chair of Agricultural Market Analysis

Platz der Göttinger Sieben 5, 37073 Göttingen, Germany
+49(0)178-4917624
[hidden email] <mailto:[hidden email]>
 
 






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