On the uniqueness of the maximum likelihood estimator in truncated regression models

DOI10.1080/07474938908800171zbMath0718.62150OpenAlexW1966068558MaRDI QIDQ5750192

Chris D. Orme

Publication date: 1989

Published in: Econometric Reviews (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07474938908800171

zbMATH Keywords

maximum likelihoodlog-likelihood functionhessian matrixtruncated normal regression model

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Point estimation (62F10)

Related Items (6)

A constrained interval-valued linear regression model: a new heteroscedasticity estimation method ⋮ Almost sure uniqueness of a global minimum without convexity ⋮ Asymptotic properties of a quast-maximum likelihood estimator in truncated regression model with serial correlation ⋮ Multiple roots of the Tobit log-likelihood ⋮ Hybrid modelling for echo location and surface characterization ⋮ On the uniqueness of the maximum likelihood estimator.

Cites Work

• Tobit models: A survey
• Note on the Uniqueness of the Maximum Likelihood Estimator for the Tobit Model
• On Some Functions Involving Mill's Ratio
• Unnamed Item

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