Showing 1 - 10 of 88
The "Tobit" model is a useful tool for estimation of regression models with a truncated or limited dependent variable, but it requires a threshold which is either a known constant or an observable and independent variable. The model presented here extends the Tobit model to the censored case...
Persistent link: https://www.econbiz.de/10012479060
Several econometric models for the analysis of relationships with limited dependent variables have been proposed, including the probit, Tobit, two-limit probit, ordered discrete, and friction models. Widespread application of these methods has been hampered by the lack of suitable computer...
Persistent link: https://www.econbiz.de/10012479065
Persistent link: https://www.econbiz.de/10001749163
Persistent link: https://www.econbiz.de/10001028086
Persistent link: https://www.econbiz.de/10001257008
Persistent link: https://www.econbiz.de/10001263799
Persistent link: https://www.econbiz.de/10001049694
Persistent link: https://www.econbiz.de/10001091329
A variety of qualitative dependent variable models are surveyed with attention focused on the computational aspects of their analysis. The models covered include single equation dichotomous models; single equation polychotomous models with unordered, ordered, and sequential variables; and...
Persistent link: https://www.econbiz.de/10013240663
The "Tobit" model is a useful tool for estimation of regression models with a truncated or limited dependent variable, but it requires a threshold which is either a known constant or an observable and independent variable. The model presented here extends the Tobit model to the censored case...
Persistent link: https://www.econbiz.de/10013243658