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Tobit model with covariate dependent thresholds [PDF]
Computational Statistics & Data Analysis, 2010 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Yasuhiro Omori, Koji Miyawaki
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The Tobit Model with a Non-Zero Threshold
The Econometrics Journal, 2005Contrary to accepted belief, the standard Tobit maximum likelihood estimator produces inconsistent parameter estimates, when the constant censoring threshold c is non-zero and unknown. Unfortunately the recording of a zero rather than the actual censoring threshold value is typical of economic data.
Richard T. Carson, Yixiao Sun
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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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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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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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Testing the Normality Assumption in the Tobit Model
Journal of Applied Statistics, 2004This paper examines a number of statistics that have been proposed to test the normality assumption in the tobit (censored regression) model. It argues that a number of commonly proposed statistics can be interpreted as different versions of the Lagrange multiplier, or score, test for a common null hypothesis.
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Bivariate alternatives to the Tobit model
Journal of Econometrics, 1987This 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, 1993Abstract 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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The Tobit model with serial correlation
Economics Letters, 1982Abstract This paper discusses the maximum likelihood solution of the probit regression model for limited dependent variables, when there is first order serial correlation among the residuals.
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