A Tobit Model was estimated with MCMC techniques. The estimation was performed with five parallel chains of 50,000 iterations each and the first 40,000 iterations were discarded.
data(tobit.list)
The R code for the Gibbs sampler is given at http://jgill.wustl.edu/computing.html.
Gill, Jeff. (2007). Bayesian Methods for the Social and Behavior Sciences. Second Edition. New York: Chapman & Hall.