Residual analysis in the grouped and censored normal linear model

DOI10.1016/0304-4076(87)90066-2MaRDI QIDQ1087296zbMATH OpenOpenAlexFDO

Authors Andrew Chesher, Margaret Irish

Publication date 1987

Published in Journal of Econometrics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0304-4076(87)90066-2

zbMATH Keywords

linear modelmodel misspecificationresidual analysisdiagnostic statisticsGraphical and numerical analysisgrouped or censored data

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Applications of statistics to economics (62P20) Probabilistic methods, stochastic differential equations (65C99)

Recommendations

• Residual analysis for parametric models fit to censored data
• Model checking techniques for assessing functional form specifications in censored linear regression models
• INFLUENCE DIAGNOSTICS FOR THE NORMAL LINEAR MODEL WITH CENSORED DATA
• scientific article; zbMATH DE number 1058150
• Regression analysis with censored data: Extensions of Koul-Susarla-Van Ryzin approach

Cites work

• scientific article; zbMATH DE number 3930202 (Why is no real title available?)
• A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
• An Econometric Analysis of Reservation Wages
• Graphical Methods for Assessing Logistic Regression Models
• Maximum Likelihood Estimation of Misspecified Models
• On Least Squares Estimation when the Dependent Variable is Grouped
• Robust Locally Weighted Regression and Smoothing Scatterplots
• Score tests for zero covariances in recursive linear models for grouped or censored data
• Simulated residuals
• Testing for Neglected Heterogeneity
• Testing the Normality Assumption in Limited Dependent Variable Models
• Tests for the Bivariate Normal Distribution in Econometric Models with Selectivity

Cited in

(22)

• Testing for heteroskedasticity in the Tobit and probit models
• Measuring the costs of children: parametric and semiparametric estimators1
• Estimation of a censored regression panel data model using conditional moment restrictions efficiently
• Adaptive learning and equilibrium selection in experimental coordination games: An ARCH(1) approach
• Modeling zero response data from willingness to pay surveys: a semi-parametric estimation.
• The Sample Selection Model from a Method of Moments Perspective
• Estimation of a flexible simple linear model for interval data based on set arithmetic
• A note on the score test for neglected heterogeneity in the truncated normal regression model
• Estimation of Type 3 Tobit models using symmetric trimming and pairwise comparisons
• Generalised residuals
• Standardized martingale residuals applied to grouped left truncated observations of dementia cases
• A test for bivariate normality with applications in microeconometric models
• An analysis of housing expenditure using semiparametric models and panel data
• Bivariate non-normality in the sample selection model
• Estimation and specification testing in female labor participation models: parametric and semiparametric methods
• An LM test based on generalized residuals for random effects in a nonlinear model
• Properties of optimal forecasts under asymmetric loss and nonlinearity
• More on testing the normality assumption in the Tobit model
• A Monte Carlo investigation of the sampling behavior of conditional moment tests in Tobit and probit models
• Specification tests in ordered logit and probit models
• Is there a stepping stone effect in drug use? Separating state dependence from unobserved heterogeneity within and between illicit drugs
• Contracting in space: An application of spatial statistics to discrete-choice models

Describes a project that uses

Uses Software

• LIMDEP
• SAS

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