Tobit models: A survey

DOI10.1016/0304-4076(84)90074-5zbMath0539.62121OpenAlexW2010670304WikidataQ57276109 ScholiaQ57276109MaRDI QIDQ794129

Publication date: 1984

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

Full work available at URL: https://doi.org/10.1016/0304-4076(84)90074-5

zbMATH Keywords

survey censored regression maximum likelihood least squares nonlinear estimation truncated regression probit models of regression Tobit models two-step least squares

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Linear regression; mixed models (62J05)

Related Items (96)

On a tobit–Birnbaum–Saunders model with an application to medical data ⋮ Model diagnostics of parametric Tobit model based on cumulative residuals ⋮ Modelling route choice decisions of car travellers using combined GPS and diary data ⋮ Optimally combining censored and uncensored datasets ⋮ Bivariate non-normality in the sample selection model ⋮ On a log-symmetric quantile tobit model applied to female labor supply data ⋮ A comparison of semi-parametric and partially adaptive estimators of the censored regression model with possibly skewed and leptokurtic error distributions ⋮ Model checking in Tobit regression via nonparametric smoothing ⋮ Locally most powerful rank tests for regression under truncation ⋮ Maximum Likelihood Estimation of Tobit Factor Analysis for Multivariatet-Distribution ⋮ Tobit Liu estimation of censored regression model: an application to Mroz data and a Monte Carlo simulation study ⋮ Efficient Gibbs sampler for Bayesian analysis of a sample selection model ⋮ Estimation and inference with censored and ordered multinomial response data ⋮ A bent line Tobit regression model with application to household financial assets ⋮ Censored regression analysis of multiclass passenger demand data subject to joint capacity constraints ⋮ Estimation and testing procedures for non-normal samples: an introduction and a bibliography ⋮ Partially Adaptive Estimation of the Censored Regression Model ⋮ A Monte Carlo comparison of estimators for censored regression models ⋮ Maximum likelihood estimation for bivariate SUR Tobit modeling in presence of two right-censored dependent variables ⋮ Model checking in Tobit regression with measurement errors using validation data ⋮ Rules of thumb for comparing multinomial logit and multinomial probit coefficients ⋮ Model-based replacement of rounded zeros in compositional data: classical and robust approaches ⋮ Variable step size predictor design for a class of linear discrete-time censored system ⋮ Some models for estimation of total of a study variable having many zero values ⋮ Transition from the Taylor rule to the zero lower bound ⋮ Zero-inflated beta distribution regression modeling ⋮ Bayesian mismeasurementt-models for censored responses ⋮ Better bunching, nicer notching ⋮ Unnamed Item ⋮ Bayesian Conjugacy in Probit, Tobit, Multinomial Probit and Extensions: A Review and New Results ⋮ Evaluation and analysis of land input-output comprehensive benefit based on fuzzy mathematics and analytic hierarchy process ⋮ High-Dimensional Censored Regression via the Penalized Tobit Likelihood ⋮ SEMIPARAMETRIC EFFICIENCY FOR CENSORED LINEAR REGRESSION MODELS WITH HETEROSKEDASTIC ERRORS ⋮ Variational Tobit Gaussian process regression ⋮ A Composite Generalized Cross-Entropy Formulation in Small Samples Estimation ⋮ Empirical \(L_2\)-distance lack-of-fit tests for Tobit regression models ⋮ Estimation in additive models with fixed censored responses ⋮ A lack-of-fit test in Tobit errors-in-variables regression models ⋮ Social preferences? Google answers! ⋮ Tobit model with covariate dependent thresholds ⋮ Estimation of sample selection models with two selection mechanisms ⋮ A semi-parametric quantile regression approach to zero-inflated and incomplete longitudinal outcomes ⋮ Composite likelihood estimation for models of spatial ordinal data and spatial proportional data with zero/one values ⋮ An average model approach to experience based premium rates discounts: an application to Spanish agricultural insurance ⋮ A growth mixture Tobit model: application to AIDS studies ⋮ Modified inference function for margins for the bivariate clayton copula-based SUN Tobit Model ⋮ Identification by non-linearity in censored regression models ⋮ Bayesian Truncated Poisson Regression with Application to Dutch Illegal Immigrant Data ⋮ A Bayesian two-stage regression approach of analysing longitudinal outcomes with endogeneity and incompleteness ⋮ Fitting mixed-effects models when data are left truncated ⋮ A class of asymmetric regression models for left-censored data ⋮ A parametric approach for dealing with compositional rounded zeros ⋮ Bayes inference in the Tobit censored regression model ⋮ Prediction and Inference With Missing Data in Patient Alert Systems ⋮ Testing exclusion restrictions for a misspecified Tobit model ⋮ A Pseudo‐Bayesian Shrinkage Approach to Regression with Missing Covariates ⋮ Diagnostic tests for bias of estimating equations in weighted regression with missing covariates ⋮ A nested Tobit analysis for a sequentially censored regression model ⋮ Some aspects of measurement error in a censored regression model ⋮ A tobit model with garch errors ⋮ Overdispersion tests for truncated Poisson regression models ⋮ An analysis of housing expenditure using semiparametric models and panel data ⋮ Repeated measures with zeros ⋮ Two‐stage estimation of limited dependent variable models with errors‐in‐variables ⋮ An experimental analysis of auctions with interdependent valuations ⋮ A bayesian approach to dynamic tobit models ⋮ On the uniqueness of the maximum likelihood estimator in truncated regression models ⋮ Semiparametric zero-inflated modeling in multi-ethnic study of atherosclerosis (MESA) ⋮ A joint model for incomplete data in crossover trials ⋮ Two-sample nonparametric likelihood inference based on incomplete data with an application to a pneumonia study ⋮ Model-Based Estimates of the Finite Population Mean for Two-Stage Cluster Samples With Unit Non-Response ⋮ Software for the computation of Tobit model estimates ⋮ Estimation of a finite population total for a censored regression model for a study variable ⋮ Two-Part Models for Analysis of Agatston Scores with Possible Proportionality Constraints ⋮ An alternative Wald type test for two linear restrictions with applications to non-linear models ⋮ A semi-parametric cox’s regression model for zero-inflated left-censored time to event data ⋮ Likelihood Estimation for Censored Random Vectors ⋮ Utilizing the Flexibility of the Epsilon-Skew-Normal Distribution for Tobit Regression Problems ⋮ Tobit model estimation and sliced inverse regression ⋮ A Bayesian approach of analysing semi-continuous longitudinal data with monotone missingness ⋮ Bayesian Tobit quantile regression with single-index models ⋮ A non-iterative Bayesian sampling algorithm for censored Student-tlinear regression models ⋮ Finite sample properties for the semiparametric estimation of the intercept of a censored regression model ⋮ The Monte Carlo EM method for estimating multivariate tobit latent variable models ⋮ Estimating heterogeneous gene regulatory networks from zero-inflated single-cell expression data ⋮ Estimation of censored linear errors-in-variables models ⋮ Econometric duration analysis ⋮ Modified maximum likelihood estimator under the Jones and Faddy's skew t-error distribution for censored regression model ⋮ A maximum likelihood method for latent class regression involving a censored dependent variable ⋮ Alternative covariance estimators of the standard Tobit model ⋮ Heteroscedasticity and Distributional Assumptions in the Censored Regression Model ⋮ Dealing with bottled water expenditures data with zero observations: A semiparametric specification ⋮ Is It Always Necessary to Take Sample Selection into Account? ⋮ Student-\(t\) censored regression model: properties and inference ⋮ Influence diagnostics in the Tobit censored response model ⋮ Sensitivity analysis by experimental design and metamodelling: case study on simulation in national animal disease control

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