Multiple roots of the Tobit log-likelihood

DOI10.1016/0304-4076(90)90015-LzbMath0711.62105OpenAlexW2085874568MaRDI QIDQ923584

Elsie Sterbin Gottlieb

Publication date: 1990

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4076(90)90015-l

zbMATH Keywords

limited dependent variable modelsoccurrence of multiple rootsTobit log-likelihood functionuntransformed parameter space

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Linear regression; mixed models (62J05)

Related Items (2)

Bayesian and DEA efficiency modelling: an application to hospital foodservice operations ⋮ On the uniqueness of the maximum likelihood estimator.

Cites Work

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• Concavity of the Log Likelihood
• A statistical model for the analysis of ordinal level dependent variables
• Social Experimentation, Truncated Distributions, and Efficient Estimation
• Sample Selection Bias as a Specification Error
• Note on the Uniqueness of the Maximum Likelihood Estimator for the Tobit Model
• Regression Analysis when the Dependent Variable Is Truncated Normal
• Maximization by Quadratic Hill-Climbing
• On the Relative Efficiencies of Gradient Methods
• On the uniqueness of the maximum likelihood estimator in truncated regression models

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