bayespecon.dgp.simulate_sar_tobit¶
-
bayespecon.dgp.simulate_sar_tobit(*, censoring=
0.0, err_hetero=False, **kwargs)[source]¶ Simulate left-censored SAR Tobit data.
- Parameters:¶
- censoring : float, default=0.0¶
Left-censoring threshold
cwhere observedy = max(c, y*).- err_hetero : bool, default=False¶
If True, generate heteroskedastic innovations. Forwarded to
simulate_sar().- **kwargs¶
Forwarded to
simulate_sar().
- Returns:¶
Includes
y(observed),y_latent, andcensored_mask.- Return type:¶