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Heteroskedasticity in the Tobit model
Statistical Papers, 1989The paper deals with parameter estimation and the testing of individual parameters in heteroskedastic Tobit models.
Kurt Brännäs, Thomas Laitila
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A bayesian approach to dynamic tobit models [PDF]
Econometric Reviews, 1999 This paper develops a posterior simulation method for a dynamic Tobit model. The major obstacle rooted in such a problem lies in high dimensional integrals, induced by dependence among censored observations, in the likelihood function. The primary contribution of this study is to develop a practical and efficient sampling scheme for the conditional ...
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Journal of Econometrics, 1984
Tobit models are probit models of regression used by J. Tobin in econometrics, where the range of the dependent variable is constrained in some way. A classification is made into five basic types of these models from a wide variety of applications. These five types depend on the form of the likelihood function as the criterion of classification.
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Tobit models are probit models of regression used by J. Tobin in econometrics, where the range of the dependent variable is constrained in some way. A classification is made into five basic types of these models from a wide variety of applications. These five types depend on the form of the likelihood function as the criterion of classification.
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The Tobit Model with a Non-zero Threshold
SSRN Electronic Journal, 2005Summary: The standard Tobit maximum likelihood estimator under zero censoring thresholds produces inconsistent parameter estimates, when the constant censoring threshold \(\gamma \) is non-zero and unknown. Unfortunately, the recording of a zero rather than the actual censoring threshold value is typical of economic data.
Carson, Richard T., Sun, Yixiao
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A generalized additive Tobit model
Empirical Economics, 2003This paper proposes a semi-parametric approach to estimation in Tobit models. A generalized additive Tobit model of residential local long distance (intra-LATA) telephone demand is estimated on a cross-section of residential telephone consumers across twenty-eight states. While past studies of telecommunications demand have used fully parametric models,
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A Generalized Logistic Tobit Model
1991This paper proposes the use of a generalisation of the Logistic distribution, the Burr Type II distribution, as the error structure in a Type I (Standard) Tobit model. The use of the Burr II is motivated through both an heterogeneity argument and by noticing the need for potentially non-symmetric distributions in Tobit models.
Fry, Tim R. L., Fry, Tim R. L.
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Tobit Models in Social Science Research
Sociological Methods & Research, 2003The use of tobit models to study censored and limited dependent variables has become increasingly common in applied social science research over the past two decades. Importantly, the likelihood function for a tobit model involves two distinct components: (1) the process that determines whether the outcome variable is fully observed or not and (2) the
Douglas A. Smith, Robert Brame
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Journal of Food Products Marketing, 2018
In this study, we have identified the effects of socio-demographic and economic factors of household heads and households on monthly expenditures of fresh and frozen fruit and vegetable in Turkey using the bivariate Tobit model.
M. Terin +3 more
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In this study, we have identified the effects of socio-demographic and economic factors of household heads and households on monthly expenditures of fresh and frozen fruit and vegetable in Turkey using the bivariate Tobit model.
M. Terin +3 more
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A Scriptural Model for the Song of Tobit (Tobit 13.1–18)
Journal for the Study of the Pseudepigrapha, 2017The aim of this study is to look afresh at the scriptural sources underlying the Song of Tobit in Tobit 13 and to suggest a scriptural model for the authorial/editorial shaping of this Song in terms of the Kingship of YHWH Psalms in the Psalter. The study proceeds with an investigation of the group of psalms commonly designated Kingship of YHWH Psalms,
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