Some aspects of measurement error in a censored regression model

DOI10.1016/0304-4076(93)90105-EzbMath0777.62070MaRDI QIDQ685919

Andrew A. Weiss

Publication date: 17 October 1993

Published in: Journal of Econometrics (Search for Journal in Brave)

zbMATH Keywords

linear modelmedianinstrumental variablesexplanatory variablescensored regression modelcensored dependent variableleast absolute deviations estimatorreduced form equationtesting for the presence of measurement error

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Linear regression; mixed models (62J05) Parametric hypothesis testing (62F03) Point estimation (62F10)

Related Items (4)

Two‐stage estimation of limited dependent variable models with errors‐in‐variables ⋮ Method of moments estimation and identifiability of semiparametric nonlinear errors-in-variables models ⋮ SEMIPARAMETRIC ESTIMATION OF NONSTATIONARY CENSORED PANEL DATA MODELS WITH TIME VARYING FACTOR LOADS ⋮ Estimation of censored linear errors-in-variables models

Cites Work

• Unnamed Item
• Tobit models: A survey
• Least absolute deviations estimation for the censored regression model
• Instrumental variable estimator for the nonlinear errors-in-variables model
• A semi-parametric censored regression estimator
• Generalized method of moments specification testing
• Efficient estimation of limited dependent variable models with endogenous explanatory variables
• Specification tests for distributional assumptions in the Tobit model
• Symmetrically Trimmed Least Squares Estimation for Tobit Models
• Censored Normal Regression with Measurement Error on the Dependent Variable
• An Exogeneity Test for a Simultaneous Equation Tobit Model with an Application to Labor Supply
• The Estimation of a Simultaneous Equation Generalized Probit Model
• Specification Tests in Econometrics
• The Estimation of a Simultaneous-Equation Tobit Model

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