Radhakrishna Rao, C. ; Zhao, L. C. (1995) Recent contributions to censored regression models Metrika, 42 (1). pp. 203-213. ISSN 0026-1335
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Official URL: http://www.springerlink.com/content/r7547264656836...
Related URL: http://dx.doi.org/10.1007/BF01894300
Abstract
A brief survey of estimation of parameters in a censored regression model (known as the Tobit model) and some details of the properties of LAD (least absolute deviation) estimates and tests of significance of linear hypotheses are given.
| Item Type: | Article |
|---|---|
| Source: | Copyright of this article belongs to Springer. |
| Keywords: | Censored Regression Model; Least Absolute Deviation Estimation; Tests of Linear Hypotheses; Tobit Model; Weak Consistency |
| ID Code: | 71659 |
| Deposited On: | 25 Nov 2011 12:34 |
| Last Modified: | 25 Nov 2011 12:34 |
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