Tobit回归模型 Tobit Regression Model 作者： 金翼鑫[1];鲁海波[2];王占锋[1];吴耀华[1]作者机构： [1]中国科学技术大学管理学院统计与金融系,安徽合肥230026;[2]新疆师范大学数学科学学院,新疆乌鲁木齐830017 出版物刊名： 数理统计与管理 页码： 236-250页 年卷期： 2020年 第2期 主题词： 随机加权;维度...
βθ, as well as the alternative estimators proposed by Buchinsky and Hahn(1998)and Bilias et al. (2000),are based on the check(or loss) functionρθ(λ)={θ−I(λ<0)}λ,where I is the usual indicator function.An intuitive estimator for the Tobit quantile regression model is given...
当研究人员只选择负债大于 0 的样本,此时负债额是截断变量; 若研究人员保留了负债大于等于 0 的样本,此时的负债额为截堵变量。 我们将上述情形统称为受限因变量(limited dependent variable),对应地就衍生出 「截断回归模型」 (truncated regression models) 和 「截堵回归模型」(censored regression models)。文献中...
关键词:随机加权;维度增加;渐近性质中图分类号:0212 文献标识码:ATobit Regression ModelJIN Yi.xinl LU Hai.b02 WANGZhan-fen91WU Yao.hual(1.School of Management,University of Science and Technology of China,Hefei 230026,China,2.School of Mathematical Sciences,Xinjiang Normal University,Urumqi 830017,...
[5]Amemiya, T.(1979), The estimation of a simultaneous-equation Tobit model, International Economic Review(1): 169-181. [6]Amemiya, T.(1974), Multivariate regression and simultaneous equation models when the dependent variables are truncated normal, Econometrica(6): 999-1012. [7]Amemiya, T...
*Regression reg$ylist$xlist *Tobit tobit$ylist$xlist,ll(0) *Tobitmodelmarginaleffectsforthecensoredsample margins,dydx(*)atmeanspredict(ystar(0,.)) *Tobitmodelmarginaleffectsforthetruncatedsample margins,dydx(*)atmeanspredict(e(0,.))
fmm: tobit — Finite mixtures of tobit regression models 3 fmmopts Description Model lcinvariant(pclassname) specify parameters that are equal across classes; default is lcinvariant(none) lcprob(varlist) specify independent variables for class probabilities lclabel(name) name of the categorical ...
self-payment probabilities. The Tobit regression also provides valuable information in forecasting the self-payment amount for each specific patient of the chain dental clinics. Keywords : Probit, Logit, Tobit, Econometric model III 目錄 誌謝………Ⅰ 摘要………Ⅱ Abstract………Ⅲ 目錄………Ⅳ...
An Empirical Study on Logistics Efficiency and Its Influencing Factors in Anhui Province:Based on DEA Model and Tobit Regression Model 在线阅读 下载PDF 引用 收藏 分享 摘要 运用DEA模型对安徽省2000—2019年的物流效率进行分析,并结合Tobit回归模型评价物流效率与影响因素之间的相关关系。研究表明:安徽省整体...
Example 1: In this example, we use a Tobit regression model to predict the number of hours a wife works outside the household (Hours) in a given year based on a small subset of the Mroz (1987) data set (as shown on the left side of Figure 1). The original data set contains data...