Tobit regression model with parameters of increasing dimensions
Author
Abstract
Suggested Citation
DOI: 10.1016/j.spl.2016.09.006
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Powell, James L., 1984. "Least absolute deviations estimation for the censored regression model," Journal of Econometrics, Elsevier, vol. 25(3), pages 303-325, July.
- Mroz, Thomas A, 1987.
"The Sensitivity of an Empirical Model of Married Women's Hours of Work to Economic and Statistical Assumptions,"
Econometrica, Econometric Society, vol. 55(4), pages 765-799, July.
- Thomas Mroz, "undated". "The Sensitivity of an Empirical Model of Married Women's Hours of Work to Economic and Statistical Assumptions," University of Chicago - Population Research Center 84-8, Chicago - Population Research Center.
- Bai, Z. D. & Wu, Y., 1994. "Limiting Behavior of M-Estimators of Regression-Coefficients in High Dimensional Linear Models II. Scale-Invariant Case," Journal of Multivariate Analysis, Elsevier, vol. 51(2), pages 240-251, November.
- He, Xuming & Shao, Qi-Man, 2000. "On Parameters of Increasing Dimensions," Journal of Multivariate Analysis, Elsevier, vol. 73(1), pages 120-135, April.
- Michelli Barros & Manuel Galea & Manuel González & Víctor Leiva, 2010. "Influence diagnostics in the tobit censored response model," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 19(3), pages 379-397, August.
- Liu, Xianhui & Wang, Zhanfeng & Wu, Yaohua, 2013. "Group variable selection and estimation in the tobit censored response model," Computational Statistics & Data Analysis, Elsevier, vol. 60(C), pages 80-89.
- Bai, Z. D. & Wu, Y., 1994. "Limiting Behavior of M-Estimators of Regression Coefficients in High Dimensional Linear Models I. Scale Dependent Case," Journal of Multivariate Analysis, Elsevier, vol. 51(2), pages 211-239, November.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Miaomiao Wang & Xinyu Zhang & Alan T. K. Wan & Kang You & Guohua Zou, 2023. "Jackknife model averaging for high‐dimensional quantile regression," Biometrics, The International Biometric Society, vol. 79(1), pages 178-189, March.
- Liu, Xianhui & Wang, Zhanfeng & Wu, Yaohua, 2013. "Group variable selection and estimation in the tobit censored response model," Computational Statistics & Data Analysis, Elsevier, vol. 60(C), pages 80-89.
- Zhou, Ping & Yu, Zhen & Ma, Jingyi & Tian, Maozai & Fan, Ye, 2021. "Communication-efficient distributed estimator for generalized linear models with a diverging number of covariates," Computational Statistics & Data Analysis, Elsevier, vol. 157(C).
- Kenneth Y. Chay & James L. Powell, 2001. "Semiparametric Censored Regression Models," Journal of Economic Perspectives, American Economic Association, vol. 15(4), pages 29-42, Fall.
- Golbe, Devra L. & Nyman, Ingmar, 2013.
"How do share repurchases affect ownership concentration?,"
Journal of Corporate Finance, Elsevier, vol. 20(C), pages 22-40.
- Devra L. Golbe & Ingmar Nyman, 2010. "How do share repurchases affect ownership concentration?," Economics Working Paper Archive at Hunter College 430, Hunter College Department of Economics, revised 2012.
- Michelli Barros & Manuel Galea & Víctor Leiva & Manoel Santos-Neto, 2018. "Generalized Tobit models: diagnostics and application in econometrics," Journal of Applied Statistics, Taylor & Francis Journals, vol. 45(1), pages 145-167, January.
- Steven Caudill, 2012. "A partially adaptive estimator for the censored regression model based on a mixture of normal distributions," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 21(2), pages 121-137, June.
- Camila Borelli Zeller & Celso Rômulo Barbosa Cabral & Víctor Hugo Lachos & Luis Benites, 2019. "Finite mixture of regression models for censored data based on scale mixtures of normal distributions," Advances in Data Analysis and Classification, Springer;German Classification Society - Gesellschaft für Klassifikation (GfKl);Japanese Classification Society (JCS);Classification and Data Analysis Group of the Italian Statistical Society (CLADAG);International Federation of Classification Societies (IFCS), vol. 13(1), pages 89-116, March.
- Maria Karlsson & Thomas Laitila, 2014. "Finite mixture modeling of censored regression models," Statistical Papers, Springer, vol. 55(3), pages 627-642, August.
- Ioannis Kalogridis, 2022. "Asymptotics for M-type smoothing splines with non-smooth objective functions," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 31(2), pages 373-389, June.
- He, Xuming & Shao, Qi-Man, 2000. "On Parameters of Increasing Dimensions," Journal of Multivariate Analysis, Elsevier, vol. 73(1), pages 120-135, April.
- Victor Chernozhukov & Roberto Rigobon & Thomas M. Stoker, 2009. "Set identification with Tobin regressors," CeMMAP working papers CWP12/09, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Hafner, Christian M. & Linton, Oliver B. & Tang, Haihan, 2020.
"Estimation of a multiplicative correlation structure in the large dimensional case,"
Journal of Econometrics, Elsevier, vol. 217(2), pages 431-470.
- Hafner, C. & Linton, O. & Tang, H., 2018. "Estimation of a Multiplicative Correlation Structure in the Large Dimensional Case," Cambridge Working Papers in Economics 1878, Faculty of Economics, University of Cambridge.
- Hafner, Christian & Linton, Oliver & Tang, Haihan, 2020. "Estimation of a multiplicative correlation structure in the large dimensional case," LIDAM Reprints ISBA 2020028, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
- Tang, Linjun & Zhou, Zhangong & Wu, Changchun, 2012. "Weighted composite quantile estimation and variable selection method for censored regression model," Statistics & Probability Letters, Elsevier, vol. 82(3), pages 653-663.
- Anil Kumar, 2012.
"Nonparametric estimation of the impact of taxes on female labor supply,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 27(3), pages 415-439, April.
- Anil Kumar, 2005. "Nonparametric estimation of the impact of taxes on female labor supply," Working Papers 0505, Federal Reserve Bank of Dallas.
- Farrell, Lisa & Walker, Ian, 1999. "The welfare effects of lotto: evidence from the UK," Journal of Public Economics, Elsevier, vol. 72(1), pages 99-120, April.
- Victor Chernozhukov & Roberto Rigobon & Thomas M. Stoker, 2010. "Set identification and sensitivity analysis with Tobin regressors," Quantitative Economics, Econometric Society, vol. 1(2), pages 255-277, November.
- Víctor H. Lachos & Celso R. B. Cabral & Marcos O. Prates & Dipak K. Dey, 2019. "Flexible regression modeling for censored data based on mixtures of student-t distributions," Computational Statistics, Springer, vol. 34(1), pages 123-152, March.
- Greene, William, 1999.
"Marginal effects in the censored regression model,"
Economics Letters, Elsevier, vol. 64(1), pages 43-49, July.
- William Greene, 1998. "Marginal Effects in the Censored Regression Model," Working Papers 98-05, New York University, Leonard N. Stern School of Business, Department of Economics.
- Aldo M. Garay & Heleno Bolfarine & Victor H. Lachos & Celso R.B. Cabral, 2015. "Bayesian analysis of censored linear regression models with scale mixtures of normal distributions," Journal of Applied Statistics, Taylor & Francis Journals, vol. 42(12), pages 2694-2714, December.
More about this item
Keywords
Tobit regression model; Least absolute deviation; Increasing dimensions; Asymptotic properties;All these keywords.
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:stapro:v:120:y:2017:i:c:p:1-7. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.