I know AER package can estimate Tobit models. However, when it comes to more complicated form of tobit model, such as this one:
Y1*=X1B1+e1
Y2*=X2B2+e2
Y3*=X3B3+e3
Y2=Y2* if Y1*>0, Y2=0 if Y1*<=0
Y3=Y3* if Y1*>0, Y2=0 if Y1*<=0
How can we estimate, is there any package for this?
Thank you, i checked, but it only estimates left or right censored with fixed number. How do i use it when the censored bound is decided by another variable?