Censored Normal Regression with Measurement Error on the Dependent Variable
From MaRDI portal
Recommendations
- Some aspects of measurement error in a censored regression model
- Estimation of the linear EV model with censored data
- Estimation of censored linear errors-in-variables models
- Two‐stage estimation of limited dependent variable models with errors‐in‐variables
- Heteroscedasticity and distributional assumptions in the censored regression model
Cited in
(18)- Testing exclusion restrictions for a misspecified Tobit model
- Discussion of Morey and Waldman's Measurement error in recreation demand models. (Comment).
- A simple adjustment for measurement errors in some limited dependent variable models.
- Marginal effects in the censored regression model.
- Bias in maximum likelihood estimation of disequilibrium and sample selection models with error-ridden observations.
- Regularization and variable selection in Heckman selection model
- RECENTERED AND RESCALED INSTRUMENTAL VARIABLE ESTIMATION OF TOBIT AND PROBIT MODELS WITH ERRORS IN VARIABLES
- Censored Regression With Noisy Input
- Estimation of Tobit regression model when covariates are measured with errors
- Bayesian analysis of censored linear regression models with scale mixtures of normal distributions
- A non-iterative Bayesian sampling algorithm for censored Student-tlinear regression models
- Two‐stage estimation of limited dependent variable models with errors‐in‐variables
- The Tobit model with a non‐zero threshold
- Some aspects of measurement error in a censored regression model
- Title not available (Why is no real title available?)
- Tobit models: A survey
- The size bias of White's information matrix test
- Maximum likelihood methods in a robust censored errors-in-variables model
This page was built for publication: Censored Normal Regression with Measurement Error on the Dependent Variable
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3221252)
