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Tobit Regression Analysis
TOBIT MODEL ESTIMATION BY USING MAXIMUM LIKELIHOOD
Spatial Probit / Tobit Estimation Strategies
Maximum Likelihood Estimation: Clear and Simple Explainer
Maximum Likelihood Estimation (MLE): The Intuition
Tobit and Heckman models in Stata
Tobit Regression in R: Custom Log-Likelihood Optimization Function Explained
Spatial Probit and Tobit Tests and Estimation
Classic Probit and Tobit Models II
Spatial Probit / Tobit: Bayesian Estimation
Maximum Likelihood estimation of Logit and Probit
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Last Updated: September 28, 2026
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Summary
Code, slides and data for this lecture is available at github.com/bschjerning/metrics2021/tree/main/16_censored_regrssion. Lecture by Luc Anselin on spatial econometrics (2015) If you hang out around statisticians long enough, sooner or later someone is going to mumble "