bayespecon.dgp.simulate_panel_sem_tobit_fe

bayespecon.dgp.simulate_panel_sem_tobit_fe(*, censoring=0.0, err_hetero=False, **kwargs)[source]

Simulate left-censored panel SEM FE data.

Parameters:
censoring : float, default=0.0

Left-censoring threshold c where observed y = max(c, y*).

err_hetero : bool, default=False

If True, generate heteroskedastic innovations. Forwarded to bayespecon.dgp.panel_fe.simulate_panel_sem_fe().

**kwargs

Forwarded to bayespecon.dgp.panel_fe.simulate_panel_sem_fe().

Returns:

Adds y_latent and censored_mask to panel SEM FE simulation output.

Return type:

dict