/*
**   maxlik1.e  -  A Tobit model
**
*/

library maxlik;
#include maxlik.ext;
maxset;

proc lpr(x,z);
    local 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;
    retp(u.*lnpdfn2(z[.,1]-m,s) + (1-u).*(ln(cdfnc(m/sqrt(s)))));
endp;

x0 = { 1, 1, 1, 1 };
__title = "tobit example";
__output = 5;
output file = maxlik1.out reset;

{x,f,g,cov,ret} = maxlik("tobit",0,&lpr,x0);

call maxprt(x,f,g,cov,ret);

output off;