Censored Normal Regression with Measurement Error on the Dependent Variable
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Publication:3221252
DOI10.2307/1913474zbMath0557.62097OpenAlexW1987103433MaRDI QIDQ3221252
Douglas J. Young, David C. Stapleton
Publication date: 1984
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/1913474
maximum likelihood estimatorprobitestimatorsTobitcensored normal regression modelcomparison ofmeasurement error on the dependent variable
Applications of statistics to economics (62P20) Asymptotic distribution theory in statistics (62E20)
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Regularization and variable selection in Heckman selection model ⋮ The size bias of White's information matrix test ⋮ Bayesian analysis of censored linear regression models with scale mixtures of normal distributions ⋮ Testing exclusion restrictions for a misspecified Tobit model ⋮ Some aspects of measurement error in a censored regression model ⋮ A non-iterative Bayesian sampling algorithm for censored Student-tlinear regression models ⋮ RECENTERED AND RESCALED INSTRUMENTAL VARIABLE ESTIMATION OF TOBIT AND PROBIT MODELS WITH ERRORS IN VARIABLES ⋮ Tobit models: A survey
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