Empirical \(L_2\)-distance lack-of-fit tests for Tobit regression models
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Publication:444995
DOI10.1016/j.jmva.2012.04.015zbMath1259.62024OpenAlexW1966341725MaRDI QIDQ444995
Publication date: 24 August 2012
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2012.04.015
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Related Items (2)
Model diagnostics of parametric Tobit model based on cumulative residuals ⋮ Model checking in Tobit regression via nonparametric smoothing
Cites Work
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- Approximating a Truncated Normal Regression with the Method of Moments
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- Consequences and Detection of Misspecified Nonlinear Regression Models
- Sample Selection Bias as a Specification Error
- Regression Analysis when the Dependent Variable Is Truncated Normal
- Asymptotic Properties of Non-Linear Least Squares Estimators
- Maximum Likelihood Estimation of Misspecified Models
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