نتایج جستجو برای: limit tobit regression
تعداد نتایج: 502907 فیلتر نتایج به سال:
In this paper, Data Envelopment Analysis (DEA) and super efficient DEA (SE-DEA) are employed to measure the efficiency of Chinese commercial banks. Incorporating Tobit regression analysis, the determinants of banking efficiency are investigated based on Panel data. Overall, the DEA results show relatively low average efficiency levels and state-owned banks are more inefficient than that of join...
A nonparametric lack-of-fit test is proposed to check the adequacy of the presumed parametric form for the regression function in Tobit regression models by applying Zheng’s device with weighted residuals. It is shown that testing the null hypothesis for the standard Tobit regression models is equivalent to test a new null hypothesis of the classic regression models. An optimal weight function ...
A Bayesian approach is proposed for coefficient estimation in Tobit quantile regression model. The proposed approach is based on placing a g-prior distribution depends on the quantile level on the regression coefficients. The prior is generalized by introducing a ridge parameter to address important challenges that may arise with censored data, such as multicollinearity and overfitting problems...
cotton as a strategic product plays an important role inthe economy of boshrouyehwhere is known as the major cotton producing center of khorasan-e-jonoubi. in this paper, efficiency of boshroyeh cotton farms in 2007 have been calculated using data envelopment analysis (dea) and determinants of efficiency were identified using tobit regression analysis. the data was collected from questionnaires...
The goal of this paper is to introduce a partially adaptive estimator for the censored regression model based on an error structure described by a mixture of two normal distributions. The model we introduce is easily estimated by maximum likelihood using the EM algorithm adapted from the work of Bartolucci and Scaccia (2004). A Monte Carlo study is conducted to examine the small sample properti...
This paper considers the censored regression model under the assumption that the regressors are integrated. We show that Maximum Likelihood estimation is superconsistent and asymptotically mixed normal, implying that standard inference techniques remain valid, and that in general least squares estimation based on the positive observations only is superconsistent, but not mixed normal. An except...
When no discharge record is available for a site, a regional regression relationship can be used to estimate low-flow quantiles. Problems arise in the derivation of such models when some at-site quantile estimates are reported as zero. One concern is that quantile estimates reported as zero may be in the range from zero to the measurement threshold. A second concern is that a logarithmic transf...
Most of the population of Nigeria is rural and agriculture is the mainstay of the impoverished people’s livelihood. This paper estimated the determinants of rural poverty in Nigeria using the Tobit regression model. Through the multistage sampling technique, primary data were obtained from 150 rural farming households using a questionnaire. The Result of Tobit regression analysis shows that inc...
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