Tobit model with covariate dependent thresholds

DOI10.1016/j.csda.2009.02.005zbMath1284.91427OpenAlexW2158500081MaRDI QIDQ2445729

Yasuhiro Omori, Koji Miyawaki

Publication date: 14 April 2014

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2009.02.005

Mathematics Subject Classification ID

Related Items (5)

Comparison of MCMC algorithms for the estimation of Tobit model with non-normal error: the case of asymmetric Laplace distribution ⋮ Tobit Liu estimation of censored regression model: an application to Mroz data and a Monte Carlo simulation study ⋮ Estimation of a regression spline sample selection model ⋮ Semi-parametric copula sample selection models for count responses ⋮ Maximum likelihood estimation for bivariate SUR Tobit modeling in presence of two right-censored dependent variables

Uses Software

• Ox
• BayesDA
• qtlbim

Cites Work

• Unnamed Item
• Estimation of Relationships for Limited Dependent Variables
• Tobit models: A survey
• Bayesian predictive model comparison via parallel sampling
• Deviance information criterion (DIC) in Bayesian multiple QTL mapping
• Bayes inference in the Tobit censored regression model
• Nominal and real wage rigidity in a friction model
• On the use of heterogeneous thresholds ordinal regression models to account for individual differences in response style
• Efficient Gibbs sampler for Bayesian analysis of a sample selection model
• Marginal Likelihood from the Gibbs Output
• Generalised Gibbs sampler and multigrid Monte Carlo for Bayesian computation
• Bayesian Measures of Model Complexity and Fit
• Some Statistical Models for Limited Dependent Variables with Application to the Demand for Durable Goods
• A Statistical Model of Friction in Economics

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