Results 241 to 250 of about 12,305 (283)

A generalized additive Tobit model

Empirical Economics, 2003
This 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,
Armando Levy
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Semiparametric estimation of the Type-3 Tobit model

Journal of Econometrics, 1997
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Tobit model with covariate dependent thresholds [PDF]

Computational Statistics & Data Analysis, 2010
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Yasuhiro Omori, Koji Miyawaki
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The Tobit Model with a Non-zero Threshold

SSRN Electronic Journal, 2005
Summary: 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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Heteroskedasticity in the Tobit model

Statistical Papers, 1989
The 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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Tobit models: A survey

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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Bivariate alternatives to the Tobit model

Journal of Econometrics, 1987
This paper discusses some generalizations of the tobit model that allow for distinct processes determining the censoring rule and the continuous observations. The effect of different behavioural assumptions on the econometric model are examined and the alternatives are contrasted. The paper concentrates on diagnostic tests for misspecification that are
Blundell, Richard, Meghir, Costas
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Alternative covariance estimators of the standard Tobit model

Economics Letters, 1993
Abstract A number of alternative estimators for the coefficients of a Tobit model have been proposed in the literature. The covariance matrix of ML estimates is typically associated with the algorithm applied to maximize the likelihood. Covariance estimators used in practice are derived by: (1) the Hessian (observed information), (2) the matrix of ...
CALZOLARI, GIORGIO, FIORENTINI, GABRIELE
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A smooth mixture of Tobits model for healthcare expenditure

Health Economics, 2011
AbstractThis paper develops a smooth mixture of Tobits (SMTobit) model for healthcare expenditure. The model is a generalization of the smoothly mixing regressions framework of Geweke and Keane (J Econometrics 2007; 138: 257–290) to the case of a Tobit‐type limited dependent variable.
Michael, Keane, Olena, Stavrunova
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