An Investigation of the Robustness of the Tobit Estimator to Non-Normality

DOI10.2307/1912776zbMATH Open0497.62036OpenAlexW2055214654MaRDI QIDQ3962335FDOQ3962335

Authors:

Publication date: 1982

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1912776

zbMATH Keywords

Tobit modelsample selection modelscensored modelrelaxation of assumption of known disturbance variance

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Robustness and adaptive procedures (parametric inference) (62F35)

Cited In (42)

• Some models for estimation of total of a study variable having many zero values
• Is it even rainier in \textit{North} Vancouver? A non-parametric rank-based test for semicontinuous longitudinal data
• Bounded-influence estimators for the Tobit model
• A tobit model with garch errors
• Locally most powerful rank tests for regression under truncation
• Asymptotic efficiency in semi-parametric models with censoring
• Tobit models: A survey
• Modified maximum likelihood estimator under the Jones and Faddy's skew t-error distribution for censored regression model
• Estimation and testing procedures for non-normal samples: an introduction and a bibliography
• Finite sample behavior of two step estimators in selection models
• A Monte Carlo comparison of estimators for censored regression models
• Partially Adaptive Estimation of the Censored Regression Model
• Non-parametric maximum likelihood estimation of censored regression models
• Maximum likelihood estimation and a specification test for non-normal distributional assumption for the accelerated failure time models
• Estimation of a censored regression panel data model using conditional moment restrictions efficiently
• Bayesian segmental growth mixture Tobit models with skew distributions
• Bivariate non-normality in the sample selection model
• Using least squares and Tobit in second stage DEA efficiency analyses
• Maximum Likelihood Estimation of Tobit Factor Analysis for Multivariatet-Distribution
• -Penalized Pairwise Difference Estimation for a High-Dimensional Censored Regression Model
• Semiparametric Estimation of a Censored Regression Model Subject to Nonparametric Sample Selection
• A note on the score test for neglected heterogeneity in the truncated normal regression model
• Semiparametric estimates of the supply and demand effects of disability on labor force participation
• Distributional specification tests against semiparametric alternatives
• Discrete factor approximations in simultaneous equation models: Estimating the impact of a dummy endogenous variable on a continuous outcome
• On the accuracy and cost of numerical integration in several variables^∗
• The asymptotically efficient version of the information matrix test in binary choice models. A study of size and power
• Heteroscedasticity and distributional assumptions in the censored regression model
• Two-component generalized bent-cable models
• A comparison of semi-parametric and partially adaptive estimators of the censored regression model with possibly skewed and leptokurtic error distributions
• Robust estimation based on grouped-adjusted data in censored regression models
• Least absolute deviations estimation for the censored regression model
• Testing for heteroskedasticity in the Tobit and probit models
• Fuzzy parametric sample selection model: Monte Carlo simulation approach
• Handling dropout and clustering in longitudinal multicentre clinical trials
• Estimation in censored samples when there is heteroskedasticity
• Tobit model estimation and sliced inverse regression
• Testing for normally in censored regressions
• Utilizing the flexibility of the epsilon-skew-normal distribution for Tobit regression problems
• Regression models for positive random variables
• Bias-corrected quantile regression estimation of censored regression models
• Semiparametric robust estimation of truncated and censored regression models

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