Tobit regression model with parameters of increasing dimensions

Hao Ding, Zhanfeng Wang and Yaohua Wu

Statistics & Probability Letters, 2017, vol. 120, issue C, 1-7

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.

Keywords: Tobit regression model; Least absolute deviation; Increasing dimensions; Asymptotic properties (search for similar items in EconPapers)
Date: 2017
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DOI: 10.1016/j.spl.2016.09.006

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