Lee, L-F. "Multivariate Tobit Models in Economet- rics." In G.S. Maddala, C.R. Rao, and H.D. Vinod, eds. Handbook of Statistics, vol. 11., chap. 6. Amsterdam: North-Holland, 1993, pp. 145-73.Lee, L.-F. Multivariate tobit models in econometrics. In Handbook of Statistics; ...
首先对被解释变量进行观察, 从上图可以发现,有超过 10% 的比例的被解释变量其数值为0, 这个时候我们考虑进行线性 Tobit 模型 (linear tobit model) 估计。具体的命令和估计结果如下 use mus16data.dta, clear global xlist age female educ blhisp totchr ins // 定义将所有的解释变量定义为全局变量 $xlist ...
Tobit, Logit, and Probit models are commonly used in econometrics and statistics to analyze and interpret data that involve binary outcomes or limited dependent variables. Tobit Model: The Tobit model is a regression model that is often used when the dependent variable has both observed and censore...
[7]Amemiya, T.(1984), Tobit model: A survey, Journal of Econometrics 24: 3-61. [8]Baltagi, B. H.(2010), Econometric Analysis of Panel Data, 4th edition, China Machine Press. [9]Blundell Smith(1994), Coherency and estimation in simultaneous models with censored or qualitative dependent ...
[7]Amemiya, T.(1984), Tobit model: A survey, Journal of Econometrics 24: 3-61. [8]Baltagi, B. H.(2010), Econometric Analysis of Panel Data, 4th edition, China Machine Press. [9]Blundell Smith(1994), Coherency and estimation in simultaneous models with censored or qualitative dependent ...
normal", Econometrica(6): 999-1012. [7]Amemiya, T.(1984), "Tobit model: A survey", Journal of Econometrics 24: 3-61. [8]Baltagi, B. H.(2010), Econometric Analysis of Panel Data, 4th edition, China Machine Press. [9]Blundell & Smith(1994), "Coherency and estimation in ...
19、it model: A survey, Journal of Econometrics 24: 3-61.8Baltagi, B. H.(2010), Econometric Analysis of Panel Data, 4th edition, China Machine Press.9Blundell & Smith(1994), Coherency and estimation in simultaneous models with censored or qualitative dependent variables, Journal of Econometrics...
[7]Amemiya, T.(1984), "Tobit model: A survey", Journal of Econometrics 24: 3-61. [8]Baltagi, B. H.(2010), Econometric Analysis of Panel Data, 4th edition, China Machine Press. [9]Blundell & Smith(1994), "Coherency and estimation in simultaneous models with censored or qualitative de...
Tobit models are used to model variables subject to exogenous censoring. For example, duration data cannot be observed longer than the survey period; hours of work cannot be observed negative although an individual might be better off consuming more leisure time than is available. This article revi...
ﻫ [7]Amemiya, T。(1984), ”Tobit model: A survey", Journal of Econometrics 24: 3—61. ﻫ [8]Baltagi, B. H。(2010), Econometric Analysis of Panel Data, 4th edition, China Machine Press。ﻫ [9]Blundell & Smith(1994), "Coherency and estimation in simultaneous models with censored...