Maximum likelihood estimation for Tobit variance components models

MaRDI QIDQ3402759zbMATH OpenFDO

Authors Xingcai Zhou, Xinsheng Liu

Publication date 12 February 2010

zbMATH Keywords

MCEM algorithmTobit models

Mathematics Subject Classification ID

Point estimation (62F10) Analysis of variance and covariance (ANOVA) (62J10) Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40)

Recommendations

• The Monte Carlo EM method for estimating multivariate Tobit latent variable models
• Maximum Likelihood Estimation of Tobit Factor Analysis for Multivariatet-Distribution
• A model with mixed binary responses and censored observations
• Tobit models: A survey
• Maximum likelihood estimation of a spatial autoregressive Tobit model

Cited in

(8)

• Comparison of MCMC algorithms for the estimation of Tobit model with non-normal error: the case of asymmetric Laplace distribution
• Estimation of the SUR Tobit model via the MCECM algorithm.
• The Monte Carlo EM method for estimating multivariate Tobit latent variable models
• A model with mixed binary responses and censored observations
• Maximum Likelihood Estimation of Tobit Factor Analysis for Multivariatet-Distribution
• Tobit factor analysis†
• Likelihood-based inference for Tobit confirmatory factor analysis using the multivariate Student-t distribution
• Maximum likelihood estimation of a spatial autoregressive Tobit model

This page was built for publication: Maximum likelihood estimation for Tobit variance components models

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3402759)