A new biased estimation method in tobit regression: theory and application

DOI10.1080/00949655.2020.1845699MaRDI QIDQ5065243zbMATH OpenOpenAlexFDO

Authors Yasin Asar, Esra Öğütcüoğlu

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/10.1080/00949655.2020.1845699

zbMATH Keywords

multicollinearitymean squared errorMonte Carlo simulationLiu estimatortobit model

Mathematics Subject Classification ID

Statistics (62-XX) Linear regression; mixed models (62J05) Ridge regression; shrinkage estimators (Lasso) (62J07)

Cites work

• scientific article; zbMATH DE number 3537102 (Why is no real title available?)
• scientific article; zbMATH DE number 1131222 (Why is no real title available?)
• A Monte Carlo Evaluation of Some Ridge-Type Estimators
• A Tobit ridge regression estimator
• A new class of blased estimate in linear regression
• Collinearity in generalized linear models
• Developing a Liu estimator for the negative binomial regression model: method and application
• Estimation of Relationships for Limited Dependent Variables
• Linear models and generalizations. Least squares and alternatives. With contributions by Michael Schomaker.
• Liu estimation in generalized linear models: application on gamma distributed response variable
• Logistic Liu estimator under stochastic linear restrictions
• On the performance of some new Liu parameters for the gamma regression model
• Performance of Some New Ridge Regression Estimators
• Ridge Regression: Biased Estimation for Nonorthogonal Problems

Describes a project that uses

Uses Software

• R

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