Testing the Normality Assumption in the Tobit Model

DOI10.1080/02664760410001681783MaRDI QIDQ3591918zbMATH OpenOpenAlexFDO

Authors Darryl Holden

Publication date 11 September 2007

Published in Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02664760410001681783

zbMATH Keywords

hours of work equationslanguage multiplier (score) testsnormalitytobit (censored regression) and probit models

Mathematics Subject Classification ID

Statistics (62-XX)

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Cited in

(16)

• Bivariate alternatives to the Tobit model
• Specification tests for distributional assumptions in the Tobit model
• A test of the normality assumption in the ordered probit model
• The Common Structure of Tests for Selectivity Bias, Serial Correlation, Heteroscedasticity and Non-Normality in the Tobit Model
• Testing the Normality Assumption in Limited Dependent Variable Models
• Hume on space, geometry, and diagrammatic reasoning
• Testing for normally in censored regressions
• A test of the normality assumption in ordered probit model
• Monte carlo evidence on the robustness of conditional moment tests in tobit and probit models
• scientific article; zbMATH DE number 2063770 (Why is no real title available?)
• Maximum likelihood estimation for bivariate SUR Tobit modeling in presence of two right-censored dependent variables
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• Testing for heteroskedasticity in the Tobit and probit models
• Modified inference function for margins for the bivariate Clayton copula-based SUN Tobit model
• Generalized Tobit models: diagnostics and application in econometrics
• Test for normality in the econometric disequilibrium markets model

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