Multilevel mixed-effects tobit regression in R

Question

I have a dataset with data left censored and I wanted to apply a multilevel mixed-effects tobit regression, but I only find information about how to do it in Stata. Is it possible to do it in R?

I found the packages 'VGAM' and 'CensREG', but I don't get how to add fixed and random effects.

Also my data is log-normal distributed, is there a way to add this to the model?

Thanks!

Answer 1

According to Section 3.5 of a vi.nette , the censReg package can handle a mixed model if the data are prepared properly via the plm package .

This Cross Validated page shows an example.

I don't have experience with this; it might only work with formal panel data rather than more general random-effects structures.

If your data are truly log-normal, you could take logs first and set the lower censoring limit on the log scale. Note that an apparent log-normal distribution of outcomes might just represent a corresponding distribution of predictor values with an underlying normal error distribution around the predictions. Don't jump blindly into a log-normal assumption.