ebTobit

MaRDI QIDQ5984282CRANFDO

Authors Sihai Dave Zhao, Alton Barbehenn

Last update 15 June 2023

Copyright license GNU General Public License, version 3.0

Software version identifier 1.0.1

Description

Estimation tools for multidimensional Gaussian means using empirical Bayesian g-modeling. Methods are able to handle fully observed data as well as left-, right-, and interval-censored observations (Tobit likelihood); descriptions of these methods can be found in Barbehenn and Zhao (2023) <arXiv:2306.07239>. Additional, lower-level functionality based on Kiefer and Wolfowitz (1956) <doi:10.1214/aoms/1177728066> and Jiang and Zhang (2009) <doi:10.1214/08-AOS638> is provided that can be used to accelerate many empirical Bayes and nonparametric maximum likelihood problems.

Cites work

• Consistency of the Maximum Likelihood Estimator in the Presence of Infinitely Many Incidental Parameters
• General maximum likelihood empirical Bayes estimation of normal means
• Nonparametric empirical Bayes biomarker imputation and estimation

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