Koul, Hira L.; Song, Weixing; Liu, Shan - In: Journal of Multivariate Analysis 125 (2014) C, pp. 36-49
This paper proposes a class of lack-of-fit tests for checking the adequacy of a presumed parametric form of the regression function in Tobit regression models. This class of tests is a weighted adaptation of the Zheng’s test for fitting a parametric regression model. The asymptotic null...