Academic literature on the topic 'Tobit regression model'
Create a spot-on reference in APA, MLA, Chicago, Harvard, and other styles
Consult the lists of relevant articles, books, theses, conference reports, and other scholarly sources on the topic 'Tobit regression model.'
Next to every source in the list of references, there is an 'Add to bibliography' button. Press on it, and we will generate automatically the bibliographic reference to the chosen work in the citation style you need: APA, MLA, Harvard, Chicago, Vancouver, etc.
You can also download the full text of the academic publication as pdf and read online its abstract whenever available in the metadata.
Journal articles on the topic "Tobit regression model"
Kadhim Abbas, Haider. "Bayesian Lasso Tobit regression." Journal of Al-Qadisiyah for computer science and mathematics 11, no. 2 (August 26, 2019): 1–13. http://dx.doi.org/10.29304/jqcm.2019.11.2.553.
Full textLee, Seung-Chun, and Byung Su Choi. "Bayesian Interval Estimation of Tobit Regression Model." Korean Journal of Applied Statistics 26, no. 5 (October 31, 2013): 737–46. http://dx.doi.org/10.5351/kjas.2013.26.5.737.
Full textLi, Lexin, Jeffrey S. Simonoff, and Chih-Ling Tsai. "Tobit model estimation and sliced inverse regression." Statistical Modelling: An International Journal 7, no. 2 (July 2007): 107–23. http://dx.doi.org/10.1177/1471082x0700700201.
Full textFlaih, Ahmad, Jose Guardiola, Hassan Elsalloukh, and Chary Akmyradov. "Statistical Inference on the ESEP Tobit Regression Model." Journal of Statistics Applications & Probability Letters 6, no. 1 (January 1, 2019): 1–9. http://dx.doi.org/10.18576/jsapl/060101.
Full textSong, Weixing. "Distribution-free test in Tobit mean regression model." Journal of Statistical Planning and Inference 141, no. 8 (August 2011): 2891–901. http://dx.doi.org/10.1016/j.jspi.2011.03.012.
Full textDing, Hao, Zhanfeng Wang, and Yaohua Wu. "Tobit regression model with parameters of increasing dimensions." Statistics & Probability Letters 120 (January 2017): 1–7. http://dx.doi.org/10.1016/j.spl.2016.09.006.
Full textKoul, Hira L., Weixing Song, and Shan Liu. "Model checking in Tobit regression via nonparametric smoothing." Journal of Multivariate Analysis 125 (March 2014): 36–49. http://dx.doi.org/10.1016/j.jmva.2013.11.017.
Full textChib, Siddhartha. "Bayes inference in the Tobit censored regression model." Journal of Econometrics 51, no. 1-2 (January 1992): 79–99. http://dx.doi.org/10.1016/0304-4076(92)90030-u.
Full textYu, Keming, and Julian Stander. "Bayesian analysis of a Tobit quantile regression model." Journal of Econometrics 137, no. 1 (March 2007): 260–76. http://dx.doi.org/10.1016/j.jeconom.2005.10.002.
Full text鲁, 海波. "A Sequential Shrinkage Estimate Based on Tobit Regression Model." Pure Mathematics 11, no. 07 (2021): 1320–25. http://dx.doi.org/10.12677/pm.2021.117148.
Full textDissertations / Theses on the topic "Tobit regression model"
Liu, Shan. "Model checking in Tobit regression model via nonparametric smoothing." Kansas State University, 2012. http://hdl.handle.net/2097/13790.
Full textDepartment of Statistics
Weixing Song
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 is identified to maximize the local power of the test. The test statistic proposed is shown to be asymptotically normal under null hypothesis, consistent against some fixed alternatives, and has nontrivial power for some local nonparametric power for some local nonparametric alternatives. The finite sample performance of the proposed test is assessed by Monte-Carlo simulations. An empirical study is conducted based on the data of University of Michigan Panel Study of Income Dynamics for the year 1975.
Zhang, Yi. "Empirical minimum distance lack-of-fit tests for Tobit regression models." Kansas State University, 2011. http://hdl.handle.net/2097/12123.
Full textDepartment of Statistics
Weixing Song
The purpose of this report is to propose and evaluate two lack-of-fit test procedures to check the adequacy of the regression functional forms in the standard Tobit regression models. It is shown that testing the null hypothesis for the standard Tobit regression models amounts testing a new equivalent null hypothesis of the classic regression models. Both procedures are constructed based on the empirical variants of a minimum distance, which measures the squared difference between a nonparametric estimator and a parametric estimator of the regression functions fitted under the null hypothesis for the new regression models. The asymptotic null distributions of the test statistics are investigated, as well as the power for some fixed alternatives and some local hypotheses. Simulation studies are conducted to assess the finite sample power performance and the robustness of the tests. Comparisons between these two test procedures are also made.
Correia, Leandro Tavares. "Modelos de regressão estáticos e dinâmicos para taxas ou proporções: uma abordagem bayesiana." Universidade de São Paulo, 2015. http://www.teses.usp.br/teses/disponiveis/45/45133/tde-27082015-224138/.
Full textThis paper presents a study focused on observations in a limited interval , more specifically in [0,1] , such as rate and proportion data. In many practical cases this data structure has a considerable amount of extreme values (0 and 1) and usual classical models are not suitable for this type of data set. We propose two class of regression models to deal with this context: beta inflated of zeros and ones (BIZU) models and Tobit doubly censored models adapted in this interval. Fit quality and diagnostic techniques are also discussed. Time series of proportions are also developed through Bayesian dynamic models. Forecasting and behavioral analysis were explored using sequential Monte Carlo techniques, known as particle filters. Particularities and competitiveness between the two classes of models were also discussed as well.
Nguyen, Thanh Dien. "Atmospheric behaviors and control measures of persistent organic pollutants: case studies on polybrominated diphenyl ethers and pentachlorophenol." 京都大学 (Kyoto University), 2016. http://hdl.handle.net/2433/217161.
Full textLee, David Jung-Hwi. "Optimal Regional Allocation of Population and Employment: Application of a Spatial Interaction Commuting Model." The Ohio State University, 2010. http://rave.ohiolink.edu/etdc/view?acc_num=osu1276787325.
Full textChen, Chunxia. "Semi-parametric estimation in Tobit regression models." Kansas State University, 2013. http://hdl.handle.net/2097/15300.
Full textDepartment of Statistics
Weixing Song
In the classical Tobit regression model, the regression error term is often assumed to have a zero mean normal distribution with unknown variance, and the regression function is assumed to be linear. If the normality assumption is violated, then the commonly used maximum likelihood estimate becomes inconsistent. Moreover, the likelihood function will be very complicated if the regression function is nonlinear even the error density is normal, which makes the maximum likelihood estimation procedure hard to implement. In the full nonparametric setup when both the regression function and the distribution of the error term [epsilon] are unknown, some nonparametric estimators for the regression function has been proposed. Although the assumption of knowing the distribution is strict, it is a widely adopted assumption in Tobit regression literature, and is also confirmed by many empirical studies conducted in the econometric research. In fact, a majority of the relevant research assumes that [epsilon] possesses a normal distribution with mean 0 and unknown standard deviation. In this report, we will try to develop a semi-parametric estimation procedure for the regression function by assuming that the error term follows a distribution from a class of 0-mean symmetric location and scale family. A minimum distance estimation procedure for estimating the parameters in the regression function when it has a specified parametric form is also constructed. Compare with the existing semiparametric and nonparametric methods in the literature, our method would be more efficient in that more information, in particular the knowledge of the distribution of [epsilon], is used. Moreover, the computation is relative inexpensive. Given lots of application does assume that [epsilon] has normal or other known distribution, the current work no doubt provides some more practical tools for statistical inference in Tobit regression model.
Leiker, Antoinette. "A comparison study on the estimation in Tobit regression models." Kansas State University, 2012. http://hdl.handle.net/2097/13804.
Full textDepartment of Statistics
Weixing Song
The goal of this report is to compare various estimation procedures on regression models in which the dependent variable has a restricted range. These models, called Tobit models, are seeing an increase in use among economists and market researchers, specifically. Only the standard Tobit regression model is discussed in the report. First we will examine the five estimation methods discussed in Amemiya (1984) for standard Tobit model. These methods include Probit maximum likelihood, least squares, Heckman’s two-step, Tobit maximum likelihood, and the EM algorithm. We will examine the algorithm utilized in each method’s estimation process. We will then conduct simulation studies using these estimation procedures. Twelve scenarios have been considered consisting of three different truncation threshold on the response variable, two distributions of covariates, and the error variance known and unknown. The results are reported and a discussion of the goodness of each method follows. The study shows that the best method for estimating Tobit regression models is indeed the Tobit maximum likelihood estimation. Heckman’s two-step method and the EM algorithm also estimate these models well when the truncation rate is low and the sample size is large. The simulation results show that the Least squares estimation procedure is far less efficient than other estimation procedures.
Sousa, Mário Fernando de. "Two essays on Birnbaum-Saunders regression models for censored data." Universidade Federal de Goiás, 2016. http://repositorio.bc.ufg.br/tede/handle/tede/7235.
Full textApproved for entry into archive by Luciana Ferreira (lucgeral@gmail.com) on 2017-05-02T15:18:06Z (GMT) No. of bitstreams: 2 Dissertação - Mário Fernando de Sousa - 2016.pdf: 645506 bytes, checksum: d6fd190570fce6feeb390cfeaf50032f (MD5) license_rdf: 0 bytes, checksum: d41d8cd98f00b204e9800998ecf8427e (MD5)
Made available in DSpace on 2017-05-02T15:18:06Z (GMT). No. of bitstreams: 2 Dissertação - Mário Fernando de Sousa - 2016.pdf: 645506 bytes, checksum: d6fd190570fce6feeb390cfeaf50032f (MD5) license_rdf: 0 bytes, checksum: d41d8cd98f00b204e9800998ecf8427e (MD5) Previous issue date: 2016-12-06
Coordenação de Aperfeiçoamento de Pessoal de Nível Superior - CAPES
This work aims to fill a gap in the literature on modeling asymmetric and censored data. The main objective is to provide a contribution by developing two models, which will be presented in two papers, respectively. In the first paper, we develop the tobit-Birnbaum-Saunders model, a variation of the standard tobit model. We discuss estimation based on the maximum likelihood method, residuals, diagnostic techniques and an empirical application. In the second paper, we propose the use of a mixture between the Birnbaum-Saunders and Bernoulli distributions. The objective is to generalize the tobit-Birnbaum-Saunders model in order to consider the possibility of partial observations below a cutoff point. For the mixture model, we carry out a Monte Carlo simulation study and an empirical application. The results show that, in both cases, the Birnbaum-Saunders distribution provides the best results.
Este trabalho visa preencher uma lacuna existente na literatura pertinente à modelagem de dados assimétricos e censurados. O objetivo principal é oferecer uma contribuição via o desenvolvimento de dois modelos, os quais serão apresentados em dois artigos. No primeiro artigo é proposto o modelo tobit-Birnbaum-Saunders, ou seja, uma variação do modelo tobit clássico, com estimação baseada no método de máxima verossimilhança, resíduos, técnicas de diagnóstico e uma aplicação a dados reais. No segundo artigo é abordada a utilização de um modelo de mistura entre as distribuições Birnbaum-Saunders e Bernoulli, de modo a generalizar o modelo tobit-Birnbaum-Saunders e considerar a possibilidade de observações parciais abaixo do ponto de corte. Para o modelo de mistura são realizadas simulações de Monte Carlo e uma aplicação a dados reais. Os resultados mostram que, em ambos os casos, a distribuição Birnbaum-Saunders oferece os melhores resultados.
Silva, Paulo Henrique Ferreira da. "Multivariate Copula-based SUR Tobit Models : a modified inference function for margins and interval estimation." Universidade Federal de São Carlos, 2015. https://repositorio.ufscar.br/handle/ufscar/7226.
Full textApproved for entry into archive by Marina Freitas (marinapf@ufscar.br) on 2016-09-16T19:48:17Z (GMT) No. of bitstreams: 1 TesePHFS.pdf: 1284969 bytes, checksum: 4ebcbf7e8a84023d87dab3c54c19f103 (MD5)
Approved for entry into archive by Marina Freitas (marinapf@ufscar.br) on 2016-09-16T19:48:23Z (GMT) No. of bitstreams: 1 TesePHFS.pdf: 1284969 bytes, checksum: 4ebcbf7e8a84023d87dab3c54c19f103 (MD5)
Made available in DSpace on 2016-09-16T19:48:28Z (GMT). No. of bitstreams: 1 TesePHFS.pdf: 1284969 bytes, checksum: 4ebcbf7e8a84023d87dab3c54c19f103 (MD5) Previous issue date: 2015-09-30
Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)
In this thesis, we extend the analysis of multivariate Seemingly Unrelated Regression (SUR) Tobit models by modeling their nonlinear dependence structures through copulas. The capability in coupling together the diferent - and possibly non-normal - marginal distributions allows the exible modeling for the SUR Tobit models. In addition, the ability to capture the tail dependence of the SUR Tobit models where some data are censored (e.g., in econometric analysis, clinical essays, wide range of political and social phenomena, among others, data are commonly left-censored at zero point, or right-censored at a point d > 0) is another useful feature of copulas. Our study proposes a modified version of the (classical) Inference Function for Margins (IFM) method by Joe & Xu (1996), which we refer to as MIFM method, to obtain the (point) estimates of the marginal and copula association parameters. More specifically, we use a (frequentist) data augmentation technique at the second stage of the IFM method (the first stage of the MIFM method is equivalent to the first stage of the IFM method) to generate the censored observations and then estimate the copula parameter. This procedure (data augmentation and copula parameter estimation) is repeated until convergence. Such modification at the second stage of the usual method is justified in order to obtain continuous marginal distributions, which ensures the uniqueness of the resulting copula, as stated by Sklar (1959)'s theorem; and also to provide an unbiased estimate of the copula association parameter (the IFM method provides a biased estimate of the copula parameter in the presence of censored observations in the margins). Since the usual asymptotic approach, that is the computation of the asymptotic covariance matrix of the parameter estimates, is troublesome in this case, we also propose the use of resampling procedures (bootstrap methods, like standard normal and percentile by Efron & Tibshirani (1993), and basic bootstrap by Davison & Hinkley (1997)) to obtain con_dence intervals for the copula-based SUR Tobit model parameters.
Nesta tese de doutorado, consideramos os chamados modelos SUR (da expressão Seemingly Unrelated Regression) Tobit multivariados e estendemos a análise de tais modelos ao empregar funções de cópula para modelar estruturas com dependência não linear. As cópulas, dentre outras características, possuem a importante habilidade (vantagem) de capturar/modelar a dependência na(s) cauda(s) do modelo SUR Tobit em que alguns dados são censurados (por exemplo, em análise econométrica, ensaios clínicos e em ampla gama de fenômenos políticos e sociais, dentre outros, os dados são geralmente censurados à esquerda no ponto zero, ou à direita em um ponto d > 0 qualquer). Neste trabalho, propomos uma versão modificada do método clássico da Inferência para as Marginais (IFM, da expressão Inference Function for Margins), originalmente proposto por Joe & Xu (1996), a qual chamamos de MIFM, para estimação (pontual) dos parâmetros do modelo SUR Tobit multivariado baseado em cópula. Mais especificamente, empregamos uma técnica (frequentista) de ampliação de dados no segundo estágio do método IFM (o primeiro estágio do método MIFM é igual ao primeiro estágio do método IFM) para gerar as observações censuradas e, então, estimamos o parâmetro de dependência da cópula. Repetimos tal procedimento (ampliação de dados e estimação do parâmetro da cópula) até obter convergência. As razões para esta modificação no segundo estágio do método usual, são as seguintes: primeiro, construir/obter distribuições marginais contínuas, atendendo, então, ao teorema de unicidade da cópula resultante de Sklar (Sklar, 1959); e segundo, fornecer uma estimativa não viesada para o parâmetro da cópula (uma vez que o método IFM produz estimativas viesadas do parâmetro da cópula na presença de observações censuradas nas marginais). Tendo em vista a dificuldade adicional em calcular/obter a matriz de covariâncias assintótica das estimativas dos parâmetros, também propomos o uso de procedimentos de reamostragem (métodos bootstrap, tais como normal padrão e percentil, propostos por Efron & Tibshirani (1993), e básico, proposto por Davison & Hinkley (1997)) para a construção de intervalos de confiança para os parâmetros do modelo SUR Tobit baseado em cópula.
Oduniyi, Oluwaseun Samuel. "Implication of climate change on livelihood and adaptation of small and emerging maize farmers in the North West Province of South Africa." Thesis, 2018. http://hdl.handle.net/10500/25330.
Full textAgriculture, Animal Health and Human Ecology
D. Phil. (Agriculture)
Book chapters on the topic "Tobit regression model"
Windzio, Michael. "Abgeschnittene, zensierte und selektive Daten: Tobit-Regression und Heckman-Modell." In Regressionsmodelle für Zustände und Ereignisse, 255–83. Wiesbaden: Springer Fachmedien Wiesbaden, 2013. http://dx.doi.org/10.1007/978-3-531-18852-2_10.
Full textHigano, Yoshiro. "Introduction: Real Estate Tax System and Real Estate Market in Japan." In New Frontiers in Regional Science: Asian Perspectives, 115–22. Singapore: Springer Singapore, 2021. http://dx.doi.org/10.1007/978-981-15-8848-8_8.
Full textHadaya, Pierre, and Robert Pellerin. "Determinants of Manufacturing Firms' Intent to Use Web Based Systems to Share Inventory Information with their Key Suppliers." In E-Collaboration, 1267–88. IGI Global, 2009. http://dx.doi.org/10.4018/978-1-60566-652-5.ch096.
Full textHadaya, Pierre, and Robert Pellerin. "Determinants of Manufacturing Firms' Use of Web-Based IOISs to Share Inventory Information with Key Partners." In Interdisciplinary Perspectives on E-Collaboration, 162–85. IGI Global, 2010. http://dx.doi.org/10.4018/978-1-61520-676-6.ch010.
Full textConference papers on the topic "Tobit regression model"
ODAH, Meshal Harbi, Bahr KADHIM MOHAMMED, and Ali SADIG MOHOMMED BAGER. "Tobit Regression Model to Determine the Dividend Yield in Iraq." In 3rd Central & Eastern European LUMEN International Conference – New Approaches in Social and Humanistic Sciences | NASHS 2017| Chisinau, Republic of Moldova | June 8-10, 2017. LUMEN Publishing House, 2018. http://dx.doi.org/10.18662/lumproc.nashs2017.30.
Full textChen, Junmin, Nataliya Stoyanets, and Zetao Hu. "RESEARCH ON INFLUENCING FACTORS OF RURAL ENDOGENOUS DEVELOPMENT ABILITY BASED ON TOBIT MODEL." In 6th International Scientific Conference ERAZ - Knowledge Based Sustainable Development. Association of Economists and Managers of the Balkans, Belgrade, Serbia, 2020. http://dx.doi.org/10.31410/eraz.2020.231.
Full text