scientific article; zbMATH DE number 3974147

MaRDI QIDQ3740104zbMATH OpenFDO

Authors Phoebus J. Dhrymes

Publication date 1986

zbMATH Keywords

surveymaximum likelihood estimationgeneral linear modelleast squaresbibliographylimiting distributionnonlinear estimationselectivity biaslimited dependent variablesmeasure of goodness of fitlogit and probit modelssample selectivitytruncated dependent variables

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Applications of statistics to economics (62P20)

Recommendations

• Probit with Dependent Observations
• Tobit models: A survey
• Proportional Projections in Limited Dependent Variable Models
• Econometrics of Qualitative Dependent Variables
• Testing the Normality Assumption in Limited Dependent Variable Models

Cited in

(10)

• Prediction tests in limited dependent variable models
• Tobit models: A survey
• Econometrics of Qualitative Dependent Variables
• Performance measures from prediction-realization tables
• Better bunching, nicer notching
• Probit with Dependent Observations
• On the marginal effects of variables in the log-transformed sample selection models
• Limited Dependent Variables (Logit and Probit Models) and an Application on BIST-100: Logit and Probit Models
• Multiple roots of the Tobit log-likelihood
• Proportional Projections in Limited Dependent Variable Models

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3740104)