Estimation of Tobit regression model when covariates are measured with errors

MaRDI QIDQ4996387zbMATH OpenFDO

Authors Juan Niu, Tianfa Xie, Yuanyuan Guo, Zhi-Hua Sun

Publication date 1 July 2021

zbMATH Keywords

asymptotic normalityinstrumental variablemeasurement errorparametric Tobit model

Mathematics Subject Classification ID

Point estimation (62F10) Asymptotic properties of parametric estimators (62F12) Applications of statistics to biology and medical sciences; meta analysis (62P10)

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Cited in

(3)

• Tobit model with covariate dependent thresholds
• RECENTERED AND RESCALED INSTRUMENTAL VARIABLE ESTIMATION OF TOBIT AND PROBIT MODELS WITH ERRORS IN VARIABLES
• Tobit regression model with parameters of increasing dimensions

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