A Test for Misspecification in the Censored Normal Model

DOI10.2307/1912756MaRDI QIDQ3915888zbMATH OpenOpenAlexFDO

Authors Forrest D. Nelson

Publication date 1981

Published in Econometrica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/1912756

zbMATH Keywords

censored normal modelmaximum likelihoodmisspecificationspecification testTobit regression case

Mathematics Subject Classification ID

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

Cited in

(6)

• Non-parametric maximum likelihood estimation of censored regression models
• A Monte Carlo investigation of the sampling behavior of conditional moment tests in Tobit and probit models
• Empirical \(L_2\)-distance lack-of-fit tests for Tobit regression models
• Maximum likelihood estimation and a specification test for non-normal distributional assumption for the accelerated failure time models
• Tobit models: A survey
• Bounded-influence estimators for the Tobit model

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