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Heteroskedasticity and Distributional Assumptions in the Censored Regression Model
McDonald, James B.; Nguyen, Hieu - Department of Economics, Brigham Young University - 2012
censored least squares (SCLS), and partially adaptive estimators. CLAD and SCLS will be consistent in the presence of …Data censoring causes ordinary least squares estimators of linear models to be biased and inconsistent. The Tobit …-normality or heteroskedasticity results in the Tobit estimators being inconsistent. Various estimators have been proposed for …
Persistent link: https://www.econbiz.de/10010902373
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New technologies and the demand for medium qualified labour in Germany
Jacobebbinghaus, Peter; Zwick, Thomas - Zentrum für Europäische Wirtschaftsforschung (ZEW) - 2001
The literature on skill-biased technological change concentrates on highly skilled and unskilled employees. It is unclear, however, if the employment opportunities of the majority of the labour force in Germany-employees with a degree from the dual apprenticeship system-increase or not. In...
Persistent link: https://www.econbiz.de/10005097772
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Estimating Derivatives in Nonseparable Models with Limited Dependent Variables
Altonji, Joseph G.; Ichimura, Hidehiko; Otsu, Taisuke - Cowles Foundation for Research in Economics, Yale University - 2008
We present a simple way to estimate the effects of changes in a vector of observable variables X on a limited dependent variable Y when Y is a general nonseparable function of X and unobservables. We treat models in which Y is censored from above or below or potentially from both. The basic idea...
Persistent link: https://www.econbiz.de/10005463961
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Nonparametric censored and truncated regression
Lewbel, Arthur; Linton, Oliver - London School of Economics (LSE) - 2000
The nonparametric censored regression model, with a fixed, known censoring point (normalized to zero), is y = max[0,m(x) + e], where both the regression function m(x) and the distribution of the error e are unknown. This paper provides estimators of m(x) and its derivatives. The convergence rate...
Persistent link: https://www.econbiz.de/10010745070
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Nonparametric Censored Regression
Lewbel, Arthur; Linton, Oliver Linton - Cowles Foundation for Research in Economics, Yale University - 1998
The nonparametric censored regression model is y = max[c, m(x) + e], where both the regression function m(x) and the distribution of the error e are unknown, but the fixed censoring point c is known. This paper provides a simple consistent estimator of the derivative of m(x) with respect to each...
Persistent link: https://www.econbiz.de/10005593534
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Operating Performance in the Wake of ERP Implementation: Triangulating Results for Chinese Manufacturing Companies
Savage, Arline; Callaghan, Joesph; Dang, Li; Sun, Y. - McColl School of Business, Queens University of Charlotte - 2010
This paper reflects the first stage of research related to company performance in the aftermath of an ERP implementation. We obtained a unique set of data for 198 public Chinese manufacturing companies involved in enterprise resource planning (ERP) implementations from 1993 to 2006. We collected...
Persistent link: https://www.econbiz.de/10008490391
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Total, Structural and Secondary Moderating Effects in the Tobit Model and Their Computation Using Stata
Bowen, Harry P. - McColl School of Business, Queens University of Charlotte - 2010
, Journal of Management), for the commonly used Tobit model. Stata program statements are presented that compute the values of …
Persistent link: https://www.econbiz.de/10008533304
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Nonparametric Censored and Truncated Regression
Lewbel, Arthur; Linton, Oliver - Suntory and Toyota International Centres for Economics … - 2000
The nonparametric censored regression model, with a fixed, known censoring point (normalized to zero), is y = max[0,m(x) + e], where both the regression function m(x) and the distribution of the error e are unknown. This paper provides estimators of m(x) and its derivatives. The convergence rate...
Persistent link: https://www.econbiz.de/10005310378
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(Re)estimating marginal changes after “truncreg” and “tobit” in Stata
Drichoutis, Andreas - Volkswirtschaftliche Fakultät, … - 2011
In this note I show that a typo in Stata’s help file may have contributed in wrongly estimating marginal changes after truncated and censored regression models. This has significant implications for empirical practice and results from published studies may need to be reconsidered.
Persistent link: https://www.econbiz.de/10009294604
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Estimating Derivatives in Nonseparable Models with Limited Dependent Variables
Altonji, Joseph G.; Ichimura, Hidehiko; Otsu, Taisuke - Cowles Foundation for Research in Economics, Yale University - 2008
We present a simple way to estimate the effects of changes in a vector of observable variables X on a limited dependent variable Y when Y is a general nonseparable function of X and unobservables, and X is independent of the unobservables. We treat models in which Y is censored from above,...
Persistent link: https://www.econbiz.de/10009003657