Code:

library("metrics")
randomize(241200)
n	=	500
k	=	2
x	=	matrix(n)~aseq(1, n ,0.25)
s	=	8
u	=	s*normal(n)
b	=	#(-9, 1)
ystar	=	x*b+u
y	=	ystar.*(ystar.>=0)
tstep	= 	tobit(x,y)
tstep.b
tstep.s
tstep.cv
dg	=	matrix(rows(tstep.cv),1)
dig	=	diag(dg)
stm	=	dig.*tstep.cv
std	=	sqrt(sum(stm,2))
coef	=	tstep.b|tstep.s
coef~(coef./std)	; t-ratios

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