Robust estimation based on grouped-adjusted data in censored regression models

DOI10.1016/0304-4076(90)90124-CzbMath0719.62079OpenAlexW1971808953MaRDI QIDQ2640285

Kazumitsu Nawata

Publication date: 1990

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

Full work available at URL: https://doi.org/10.1016/0304-4076(90)90124-c

zbMATH Keywords

consistencyasymptotic normalityMonte Carloheteroscedasticitymaximum likelihood estimatorrobust estimationLaplacecontaminationmediansCauchynonnormalitycensored regression modelslope parameterdata groupingdegrees of censoringordinary multiple linear regression modelTobit MLEweighted Tobit MLE

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Point estimation (62F10) Robustness and adaptive procedures (parametric inference) (62F35) Monte Carlo methods (65C05)

Related Items (9)

Censored regression quantiles with endogenous regressors ⋮ Pairwise difference estimators of censored and truncated regression models ⋮ Estimation of Type 3 Tobit models using symmetric trimming and pairwise comparisons ⋮ Estimation and inference with censored and ordered multinomial response data ⋮ Two-stage rank estimation of quantile index models ⋮ Two-step estimation of semiparametric censored regression models ⋮ Estimating censored regression models in the presence of nonparametric multiplicative hetero\-skedasticity. ⋮ Heteroscedasticity and Distributional Assumptions in the Censored Regression Model ⋮ Quantile regression under random censoring.

Cites Work

• Unnamed Item
• Unnamed Item
• Estimation of Relationships for Limited Dependent Variables
• Robust estimation based on grouped-adjusted data in linear regression models
• Least absolute deviations estimation for the censored regression model
• Estimation in truncated samples when there is heteroscedasticity
• Maximum score estimation of the stochastic utility model of choice
• An Investigation of the Robustness of the Tobit Estimator to Non-Normality
• Regression Analysis when the Dependent Variable Is Truncated Normal

This page was built for publication: Robust estimation based on grouped-adjusted data in censored regression models