Estimation of the Two-Limit Probit Regression Model

DOI10.2307/1913419MaRDI QIDQ4042598zbMATH OpenOpenAlexFDO

Authors Richard N. Rosett, Forrest D. Nelson

Publication date 1975

Published in Econometrica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/1913419

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Applications of statistics to economics (62P20)

Cited in

(12)

• Maximum likelihood estimation of limited and discrete dependent variable models with nested random effects
• Tobit models: A survey
• Estimation of limited dependent variable models by ordinary least squares and the method of moments
• Extensions of estimation methods using the EM algorithm
• Domain prediction with grouped income data
• Extended-support beta regression for \([0, 1]\) responses
• Hierarchical mean and covariance structure models
• A note on sequential ML estimates and their asymptotic covariances
• Composite likelihood estimation for models of spatial ordinal data and spatial proportional data with zero/one values
• Two-stage estimation of structural labor supply parameters using interval data from the 1971 Canadian census
• The determination of moments of the doubly truncated multivariate normal Tobit model
• When does Heckman's two-step procedure for censored data work and when does it not?

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