Article ID Journal Published Year Pages File Type
5129937 Statistics & Probability Letters 2017 7 Pages PDF
Abstract

A Tobit regression model is studied with covariates of increasing dimensions. Asymptotic properties of the parameter estimator, such as consistency and normality, are obtained. Numerical studies including simulation results and an application to a women's labor supply dataset show that the proposed estimator performs well.

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Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
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Tobit regression model with parameters of increasing dimensions
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