Distribution-free test in Tobit mean regression model

DOI10.1016/J.JSPI.2011.03.012zbMATH Open1213.62079OpenAlexW2090575118MaRDI QIDQ538148FDOQ538148

Authors: Weixing Song 

Publication date: 23 May 2011

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2011.03.012

Recommendations

• A lack-of-fit test in Tobit errors-in-variables regression models
• Model checking in Tobit regression via nonparametric smoothing
• Model diagnostics of parametric Tobit model based on cumulative residuals
• Model checking in Tobit regression with measurement errors using validation data
• Empirical \(L_2\)-distance lack-of-fit tests for Tobit regression models

zbMATH Keywords

consistencyBrownian motionlocal powerTobit regression modelKhamaladze-type transformation

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10) Asymptotic distribution theory in statistics (62E20)

Cites Work

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• Martingale Approach in the Theory of Goodness-of-Fit Tests
• Least absolute deviations estimation for the censored regression model
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• Regression Analysis when the Dependent Variable Is Truncated Normal
• Title not available (Why is that?)
• Nonparametric smoothing and lack-of-fit tests
• Model checks for regression: an innovation process approach
• Martingale transforms goodness-of-fit tests in regression models.
• Consequences and Detection of Misspecified Nonlinear Regression Models
• Sample Selection Bias as a Specification Error
• Asymptotic Properties of Non-Linear Least Squares Estimators
• Weighted empirical processes in dynamic nonlinear models.
• An innovation approach to goodness-of-fit tests in \(R^ m\)
• Minimum distance regression model checking with Berkson measurement errors
• A simple nonparametric test for diagnosing nonlinearity in Tobit median regression model
• Model diagnostics via martingale transforms: a brief review

Cited In (8)

• Model diagnostics of parametric Tobit model based on cumulative residuals
• Model checking in Tobit regression with measurement errors using validation data
• Empirical \(L_2\)-distance lack-of-fit tests for Tobit regression models
• Model checking in Tobit regression via nonparametric smoothing
• A bent line Tobit regression model with application to household financial assets
• A lack-of-fit test in Tobit errors-in-variables regression models
• A simple nonparametric test for diagnosing nonlinearity in Tobit median regression model
• Generalized M-estimators for high-dimensional Tobit I models

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