ebTobit

CRANebTobitMaRDI QIDQ5984282FDOQ5984282

Empirical Bayesian Tobit Matrix Estimation

Sihai Dave Zhao, Alton Barbehenn

Last update: 15 June 2023

Copyright license: GNU General Public License, version 3.0

Software version identifier: 1.0.1

Description

Estimation tools for multidimensional Gaussian means using empirical Bayesian g-modeling. Methods are able to handle fully observed data as well as left-, right-, and interval-censored observations (Tobit likelihood); descriptions of these methods can be found in Barbehenn and Zhao (2023) <arXiv:2306.07239>. Additional, lower-level functionality based on Kiefer and Wolfowitz (1956) <doi:10.1214/aoms/1177728066> and Jiang and Zhang (2009) <doi:10.1214/08-AOS638> is provided that can be used to accelerate many empirical Bayes and nonparametric maximum likelihood problems.

Cites work

• General maximum likelihood empirical Bayes estimation of normal means
• Consistency of the Maximum Likelihood Estimator in the Presence of Infinitely Many Incidental Parameters
• Nonparametric empirical Bayes biomarker imputation and estimation

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