Tobit models: A survey
From MaRDI portal
Publication:794129
DOI10.1016/0304-4076(84)90074-5zbMath0539.62121OpenAlexW2010670304WikidataQ57276109 ScholiaQ57276109MaRDI QIDQ794129
Publication date: 1984
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0304-4076(84)90074-5
surveycensored regressionmaximum likelihoodleast squaresnonlinear estimationtruncated regressionprobit models of regressionTobit modelstwo-step least squares
Related Items
On a tobit–Birnbaum–Saunders model with an application to medical data, Model diagnostics of parametric Tobit model based on cumulative residuals, Modelling route choice decisions of car travellers using combined GPS and diary data, Optimally combining censored and uncensored datasets, Bivariate non-normality in the sample selection model, On a log-symmetric quantile tobit model applied to female labor supply data, A comparison of semi-parametric and partially adaptive estimators of the censored regression model with possibly skewed and leptokurtic error distributions, Model checking in Tobit regression via nonparametric smoothing, Locally most powerful rank tests for regression under truncation, Maximum Likelihood Estimation of Tobit Factor Analysis for Multivariatet-Distribution, Tobit Liu estimation of censored regression model: an application to Mroz data and a Monte Carlo simulation study, Efficient Gibbs sampler for Bayesian analysis of a sample selection model, Estimation and inference with censored and ordered multinomial response data, A bent line Tobit regression model with application to household financial assets, Censored regression analysis of multiclass passenger demand data subject to joint capacity constraints, Estimation and testing procedures for non-normal samples: an introduction and a bibliography, Partially Adaptive Estimation of the Censored Regression Model, A Monte Carlo comparison of estimators for censored regression models, Maximum likelihood estimation for bivariate SUR Tobit modeling in presence of two right-censored dependent variables, Model checking in Tobit regression with measurement errors using validation data, Rules of thumb for comparing multinomial logit and multinomial probit coefficients, Model-based replacement of rounded zeros in compositional data: classical and robust approaches, Variable step size predictor design for a class of linear discrete-time censored system, Some models for estimation of total of a study variable having many zero values, Transition from the Taylor rule to the zero lower bound, Zero-inflated beta distribution regression modeling, Bayesian mismeasurementt-models for censored responses, Better bunching, nicer notching, Unnamed Item, Bayesian Conjugacy in Probit, Tobit, Multinomial Probit and Extensions: A Review and New Results, Evaluation and analysis of land input-output comprehensive benefit based on fuzzy mathematics and analytic hierarchy process, High-Dimensional Censored Regression via the Penalized Tobit Likelihood, SEMIPARAMETRIC EFFICIENCY FOR CENSORED LINEAR REGRESSION MODELS WITH HETEROSKEDASTIC ERRORS, Variational Tobit Gaussian process regression, A Composite Generalized Cross-Entropy Formulation in Small Samples Estimation, Empirical \(L_2\)-distance lack-of-fit tests for Tobit regression models, Estimation in additive models with fixed censored responses, A lack-of-fit test in Tobit errors-in-variables regression models, Social preferences? Google answers!, Tobit model with covariate dependent thresholds, Estimation of sample selection models with two selection mechanisms, A semi-parametric quantile regression approach to zero-inflated and incomplete longitudinal outcomes, Composite likelihood estimation for models of spatial ordinal data and spatial proportional data with zero/one values, An average model approach to experience based premium rates discounts: an application to Spanish agricultural insurance, A growth mixture Tobit model: application to AIDS studies, Modified inference function for margins for the bivariate clayton copula-based SUN Tobit Model, Identification by non-linearity in censored regression models, Bayesian Truncated Poisson Regression with Application to Dutch Illegal Immigrant Data, A Bayesian two-stage regression approach of analysing longitudinal outcomes with endogeneity and incompleteness, Fitting mixed-effects models when data are left truncated, A class of asymmetric regression models for left-censored data, A parametric approach for dealing with compositional rounded zeros, Bayes inference in the Tobit censored regression model, Prediction and Inference With Missing Data in Patient Alert Systems, Testing exclusion restrictions for a misspecified Tobit model, A Pseudo‐Bayesian Shrinkage Approach to Regression with Missing Covariates, Diagnostic tests for bias of estimating equations in weighted regression with missing covariates, A nested Tobit analysis for a sequentially censored regression model, Some aspects of measurement error in a censored regression model, A tobit model with garch errors, Overdispersion tests for truncated Poisson regression models, An analysis of housing expenditure using semiparametric models and panel data, Repeated measures with zeros, Two‐stage estimation of limited dependent variable models with errors‐in‐variables, An experimental analysis of auctions with interdependent valuations, A bayesian approach to dynamic tobit models, On the uniqueness of the maximum likelihood estimator in truncated regression models, Semiparametric zero-inflated modeling in multi-ethnic study of atherosclerosis (MESA), A joint model for incomplete data in crossover trials, Two-sample nonparametric likelihood inference based on incomplete data with an application to a pneumonia study, Model-Based Estimates of the Finite Population Mean for Two-Stage Cluster Samples With Unit Non-Response, Software for the computation of Tobit model estimates, Estimation of a finite population total for a censored regression model for a study variable, Two-Part Models for Analysis of Agatston Scores with Possible Proportionality Constraints, An alternative Wald type test for two linear restrictions with applications to non-linear models, A semi-parametric cox’s regression model for zero-inflated left-censored time to event data, Likelihood Estimation for Censored Random Vectors, Utilizing the Flexibility of the Epsilon-Skew-Normal Distribution for Tobit Regression Problems, Tobit model estimation and sliced inverse regression, A Bayesian approach of analysing semi-continuous longitudinal data with monotone missingness, Bayesian Tobit quantile regression with single-index models, A non-iterative Bayesian sampling algorithm for censored Student-tlinear regression models, Finite sample properties for the semiparametric estimation of the intercept of a censored regression model, The Monte Carlo EM method for estimating multivariate tobit latent variable models, Estimating heterogeneous gene regulatory networks from zero-inflated single-cell expression data, Estimation of censored linear errors-in-variables models, Econometric duration analysis, Modified maximum likelihood estimator under the Jones and Faddy's skew t-error distribution for censored regression model, A maximum likelihood method for latent class regression involving a censored dependent variable, Alternative covariance estimators of the standard Tobit model, Heteroscedasticity and Distributional Assumptions in the Censored Regression Model, Dealing with bottled water expenditures data with zero observations: A semiparametric specification, Is It Always Necessary to Take Sample Selection into Account?, Student-\(t\) censored regression model: properties and inference, Influence diagnostics in the Tobit censored response model, Sensitivity analysis by experimental design and metamodelling: case study on simulation in national animal disease control
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
- Estimation of Relationships for Limited Dependent Variables
- A Monte Carlo comparison of estimators for censored regression models
- New methods for analyzing structural models of labor force dynamics
- On the convergence properties of the EM algorithm
- Estimation in truncated samples when there is heteroscedasticity
- Analysis of time series from mixed distributions
- Censored regression models with unobserved, stochastic censoring thresholds
- Estimation of some limited dependent variable models with application to housing demand
- Estimation of limited dependent variable models by ordinary least squares and the method of moments
- On the Asymptotic Properties of Estimators of Models Containing Limited Dependent Variables
- Some Approaches to the Correction of Selectivity Bias
- Censored Normal Regression with Measurement Error on the Dependent Variable
- Maximum Likelihood Estimation from Incomplete Data
- An Econometric Analysis of Residential Electric Appliance Holdings and Consumption
- Asymptotic Covariance Matrices of Two-Stage Probit and Two-Stage Tobit Methods for Simultaneous Equations Models with Selectivity
- Coherency Conditions in Simultaneous Linear Equation Models with Endogenous Switching Regimes
- On the Asymptotic Bias of the Ordinary Least Squares Estimator of the Tobit Model
- A Test for Misspecification in the Censored Normal Model
- Formulation and Statistical Analysis of the Mixed, Continuous/Discrete Dependent Variable Model in Classical Production Theory
- Econometric disequilibrium models∗
- Estimation of a Simultaneous Equations Model with Jointly Dependent Continuous and Qualitative Variables: The Union-Earnings Question Revisited
- An Investigation of the Robustness of the Tobit Estimator to Non-Normality
- Shadow Prices, Market Wages, and Labor Supply
- Estimation of the Two-Limit Probit Regression Model
- Multivariate Regression and Simultaneous Equation Models when the Dependent Variables Are Truncated Normal
- The Maximum Likelihood, the Minimum Chi-Square and the Nonlinear Weighted Least-Squares Estimator in the General Qualitative Response Model
- Social Experimentation, Truncated Distributions, and Efficient Estimation
- Comment on "The Effect of Unions on Earnings and Earnings on Unions: A Mixed Logit Approach"
- Dummy Endogenous Variables in a Simultaneous Equation System
- The Estimation of a Simultaneous Equation Generalized Probit Model
- Unionism and Wage Rates: A Simultaneous Equations Model with Qualitative and Limited Dependent Variables
- Sample Selection Bias as a Specification Error
- Specification Tests in Econometrics
- Note on the Uniqueness of the Maximum Likelihood Estimator for the Tobit Model
- Karhunen-Loeve Analysis of Historical Time Series With an Application to Plantation Births in Jamaica
- Specification and Estimation of a Simultaneous-Equation Model with Limited Dependent Variables
- The Estimation of a Simultaneous-Equation Tobit Model
- Econometric Methods for the Duration of Unemployment
- Regression Analysis When the Dependent Variable is Truncated Lognormal, with an Application to the Determinants of the Duration of Welfare Dependency
- Regression Analysis when the Dependent Variable Is Truncated Normal
- Some Statistical Models for Limited Dependent Variables with Application to the Demand for Durable Goods
- Linear Statistical Inference and its Applications
- A Statistical Model of Friction in Economics
- Maximum Likelihood Methods for Models of Markets in Disequilibrium