Empirical \(L_2\)-distance lack-of-fit tests for Tobit regression models

DOI10.1016/j.jmva.2012.04.015zbMath1259.62024MaRDI QIDQ444995

Yi Zhang, Wei-xing Song

Publication date: 24 August 2012

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

Full work available at URL: https://doi.org/10.1016/j.jmva.2012.04.015

zbMATH Keywords

consistency; local power; empirical \(L_{2}\)-distance

Mathematics Subject Classification ID

62G08: Nonparametric regression and quantile regression

62G10: Nonparametric hypothesis testing

Related Items

Model checking in Tobit regression via nonparametric smoothing

Cites Work

• Unnamed Item
• A consistent test of functional form via nonparametric estimation techniques
• Estimation of Relationships for Limited Dependent Variables
• Distribution-free test in Tobit mean regression model
• Central limit theorem for integrated square error of multivariate nonparametric density estimators
• Tobit models: A survey
• Least absolute deviations estimation for the censored regression model
• Comparing nonparametric versus parametric regression fits
• Nonparametric smoothing and lack-of-fit tests
• Minimum distance regression model checking
• A simple nonparametric test for diagnosing nonlinearity in Tobit median regression model
• Approximating a Truncated Normal Regression with the Method of Moments
• A Test for Misspecification in the Censored Normal Model
• Consequences and Detection of Misspecified Nonlinear Regression Models
• Sample Selection Bias as a Specification Error
• Regression Analysis when the Dependent Variable Is Truncated Normal
• Asymptotic Properties of Non-Linear Least Squares Estimators
• Maximum Likelihood Estimation of Misspecified Models