Tobit model estimation and sliced inverse regression
نویسندگان
چکیده
منابع مشابه
Tobit model estimation and sliced inverse regression
It is not unusual for the response variable in a regression model to be subject to censoring or truncation. Tobit regression models are specific examples of such a situation, where for some observations the observed response is not the actual response, but the censoring value (often zero), and an indicator that censoring (from below) has occurred. It is well-known that the maximum likelihood es...
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ژورنال
عنوان ژورنال: Statistical Modelling
سال: 2007
ISSN: 1471-082X,1477-0342
DOI: 10.1177/1471082x0700700201