More on testing the normality assumptionin the Tobit Model

DOI10.1080/02664760802653578OpenAlexW1999640222MaRDI QIDQ5123427

Steven B. Caudill, Franklin G. jun. Mixon

Publication date: 28 September 2020

Published in: Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02664760802653578

zbMATH Keywords

censored regression modeldepartures from normality

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (3)

Maximum likelihood estimation for bivariate SUR Tobit modeling in presence of two right-censored dependent variables ⋮ Modified inference function for margins for the bivariate clayton copula-based SUN Tobit Model ⋮ Generalized Tobit models: diagnostics and application in econometrics

Cites Work

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• Modeling by shortest data description
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• Symmetrically Trimmed Least Squares Estimation for Tobit Models
• Simulated Percentage Points for the Null Distribution of the Likelihood Ratio Test for a Mixture of Two Normals
• Testing the Normality Assumption in the Tobit Model
• Testing the Normality Assumption in Limited Dependent Variable Models
• Tests of specification in econometrics

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