Model checking in Tobit regression via nonparametric smoothing

DOI10.1016/J.JMVA.2013.11.017MaRDI QIDQ2637601zbMATH OpenOpenAlexFDO

Authors Hira L. Koul, Shan Liu, Weixing Song

Publication date 13 February 2014

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jmva.2013.11.017

zbMATH Keywords

consistency and local powerTobit regression modelZheng's test

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10)

Recommendations

• Model checking in Tobit regression with measurement errors using validation data
• A lack-of-fit test in Tobit errors-in-variables regression models
• Empirical \(L_2\)-distance lack-of-fit tests for Tobit regression models
• Model diagnostics of parametric Tobit model based on cumulative residuals
• Distribution-free test in Tobit mean regression model

Cites work

• A consistent test for the functional form of a regression based on a difference of variance estimators
• A consistent test of functional form via nonparametric estimation techniques
• A power comparison between nonparametric regression tests.
• A simple nonparametric test for diagnosing nonlinearity in Tobit median regression model
• Assessing the Adequacy of Variance Function in Heteroscedastic Regression Models
• Asymptotic Properties of Non-Linear Least Squares Estimators
• Asymptotic theory of nonlinear least squares estimation
• Central limit theorem for integrated square error of multivariate nonparametric density estimators
• Comparing nonparametric versus parametric regression fits
• Consequences and Detection of Misspecified Nonlinear Regression Models
• Distribution-free test in Tobit mean regression model
• Empirical \(L_2\)-distance lack-of-fit tests for Tobit regression models
• Estimation of Relationships for Limited Dependent Variables
• Least absolute deviations estimation for the censored regression model
• Maximum Likelihood Estimation of Misspecified Models
• Minimum distance regression model checking
• Nonparametric Censored and Truncated Regression
• Nonparametric lack-of-fit tests for parametric mean-regression models with censored data
• Regression Analysis when the Dependent Variable Is Truncated Normal
• Sample Selection Bias as a Specification Error
• Simulated power functions
• Testing additivity by kernel-based methods -- what is a reasonable test?
• The jackknife and bootstrap
• Tobit models: A survey

Cited in

(9)

• Model diagnostics of parametric Tobit model based on cumulative residuals
• Multidimensional specification test based on non-stationary time series
• A simple nonparametric test for diagnosing nonlinearity in Tobit median regression model
• Model checking in Tobit regression with measurement errors using validation data
• Empirical \(L_2\)-distance lack-of-fit tests for Tobit regression models
• The identification power of smoothness assumptions in models with counterfactual outcomes
• More on testing the normality assumption in the Tobit model
• Distribution-free test in Tobit mean regression model
• A lack-of-fit test in Tobit errors-in-variables regression models

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