Utilizing the Flexibility of the Epsilon-Skew-Normal Distribution for Tobit Regression Problems

DOI10.1080/03610920903377773zbMath1208.62087OpenAlexW2085295074MaRDI QIDQ3083791

Alan D. Hutson, Terry L. Jun. Mashtare

Publication date: 23 March 2011

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610920903377773

zbMATH Keywords

tablesmaximum likelihood estimationlimit of detectionleft-censoringregression modeling

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Censored data models (62N01)

Uses Software

• SAS
• SAS/STAT

Cites Work

• Estimation of Relationships for Limited Dependent Variables
• Tobit models: A survey
• The epsilon-skew-normal distribution for analyzing near-normal data
• An Investigation of the Robustness of the Tobit Estimator to Non-Normality
• Regression Analysis when the Dependent Variable Is Truncated Normal

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