Tobit Liu estimation of censored regression model: an application to Mroz data and a Monte Carlo simulation study

DOI10.1080/00949655.2020.1828416MaRDI QIDQ5065232zbMATH OpenOpenAlexFDO

Authors Selma Toker, Nimet Özbay, Gülesen Üstündağ Şiray, Ismail Yenilmez

Publication date 18 March 2022

Published in Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00949655.2020.1828416

zbMATH Keywords

multicollinearitycensored regression modeltobit Liu estimatortobit ridge estimator

Mathematics Subject Classification ID

Statistics (62-XX) Censored data models (62N01) Applications of statistics to economics (62P20) Ridge regression; shrinkage estimators (Lasso) (62J07)

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