/*
**   max1.e  -  A Tobit Model
**
*/

library maxlik;
#include maxlik.ext;
maxset;

proc lpr(x,z);
    local t,s,m,u;
    s = x[4];
    if s <= 1e-4;
      retp(error(0));
    endif;
    m = z[.,2:4]*x[1:3,.];
    u = z[.,1] ./= 0;
    t = z[.,1]-m;
    retp(u.*(-(t.*t)./(2*s)-.5*ln(2*s*pi)) + (1-u).*(ln(cdfnc(m/sqrt(s)))));
endp;

x0 = { 1, 1, 1, 1 };
__title = "tobit example";

output file = max1.out reset;

call maxprt(maxlik("tobit",0,&lpr,x0));

output off;