Tobit model estimation and sliced inverse regression
From MaRDI portal
Publication:4970877
DOI10.1177/1471082X0700700201OpenAlexW3122679043MaRDI QIDQ4970877
Jeffrey S. Simonoff, Lexin Li, Chih-Ling Tsai
Publication date: 7 October 2020
Published in: Statistical Modelling (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1177/1471082x0700700201
Related Items
Sufficient dimension reduction on marginal regression for gaps of recurrent events, Adaptive confidence region for the direction in semiparametric regressions
Cites Work
- Estimation of Relationships for Limited Dependent Variables
- On almost linearity of low dimensional projections from high dimensional data
- Tobit models: A survey
- Cluster-based estimation for sufficient dimension reduction
- Least absolute deviations estimation for the censored regression model
- A characterization of spherical distributions
- Bootstrap methods: another look at the jackknife
- Dimension reduction for censored regression data
- Dimension reduction for conditional mean in regression
- Sufficient dimension reduction in regressions with categorical predictors
- Smoothing methods in statistics
- Linear regression with censored data
- An Investigation of the Robustness of the Tobit Estimator to Non-Normality
- Sliced Inverse Regression for Dimension Reduction
- On Principal Hessian Directions for Data Visualization and Dimension Reduction: Another Application of Stein's Lemma
- On the Interpretation of Regression Plots
- Reweighting to Achieve Elliptically Contoured Covariates in Regression
- Three-Step Censored Quantile Regression and Extramarital Affairs
- Partial Least Squares Estimator for Single-Index Models
- Semiparametric Estimation of Index Coefficients
- Regression Analysis when the Dependent Variable Is Truncated Normal
- Sufficient Dimension Reduction via Inverse Regression
- Comment
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
