Back to Search
Start Over
Tobit regression model with parameters of increasing dimensions.
- Source :
-
Statistics & Probability Letters . Jan2017, Vol. 120, p1-7. 7p. - Publication Year :
- 2017
-
Abstract
- A Tobit regression model is studied with covariates of increasing dimensions. Asymptotic properties of the parameter estimator, such as consistency and normality, are obtained. Numerical studies including simulation results and an application to a women’s labor supply dataset show that the proposed estimator performs well. [ABSTRACT FROM AUTHOR]
Details
- Language :
- English
- ISSN :
- 01677152
- Volume :
- 120
- Database :
- Academic Search Index
- Journal :
- Statistics & Probability Letters
- Publication Type :
- Periodical
- Accession number :
- 119291275
- Full Text :
- https://doi.org/10.1016/j.spl.2016.09.006