In this paper, the model selection performance of the bootstrap-based model selection criteria on the Tobit regression model are compared through the intensive Monte Carlo simulation experimentation. The simulation experiment demonstrates that the model identification risk of the recommended bootstrap-based...
FromMarco Ercolani <m.g.ercolani@bham.ac.uk> To"statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu> Subjectst: Oaxaca decomposition for Tobit DateMon, 17 Jan 2011 16:59:10 +0000 Follow-Ups: Re: st: Oaxaca decomposition for Tobit ...
set matsize 11000 xttobit EE GF $controls, ll(0) vce(bootstrap, rep(1000)) outreg2 using Table7.doc, replace one dec(3) keep(GF) addtext(Controls,Yes) 得到结果 Random-effects tobit regression Number of obs = 1,692 Uncensored = 1,692 Limits: Lower = 0 Left-censored = 0 Upper =...
bootstrap confidence intervalsdata augmentationTobit modeltruncationThis paper extends the analysis of the bivariate Seemingly Unrelated Regression (SUN) Tobit model by modeling its nonlinear dependence structure through the Clayton copula. The ability to capture/model the lower tail dependence of the SUN ...
? Bootstrapping of first-stage airline efficiency scores improves second-stage random effects Tobit regression results only marginally.doi:10.1016/j.tra.2011.04.015Rico Merkert aDavid A. Hensher bTransportation Research Part A: Policy and Practice...