 Usage:  {b,s,cv} = tobit(x,y)  

 

 Input:



  x                      n x d matrix , the observed explanatory variable 

                         

  y                      n x 1 matrix , the observed response variable 

                         

 Output:



  b                      d x 1 vector, contains the estimated coefficients of the components of x 

                         

  s                      scalar, contains the estimated standard deviation of the error term 

                         

  cv                     (d+1)x(d+1) matrix, estimated covariance matrix for [b,s] 

                         

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(C) MD*TECH Method and Data Technologies, 21.9.2000

