The Detection Method of the Tobit Model in a Dataset

El ouali Rahmani () and Mohammed Benmoumen
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El ouali Rahmani: Department of Mathematics, Mohammed First University, Oujda 60000, Morocco
Mohammed Benmoumen: Department of Mathematics, Mohammed First University, Oujda 60000, Morocco

Stats, 2025, vol. 8, issue 3, 1-17

Abstract: This article proposes an extension of detection methods for the Tobit model by generalizing existing approaches from cases with known parameters to more realistic scenarios where the parameters are unknown. The main objective is to develop detection procedures that account for parameter uncertainty and to analyze how this uncertainty affects the estimation process and the overall accuracy of the model. The methodology relies on maximum likelihood estimation, applied to datasets generated under different configurations of the Tobit model. A series of Monte Carlo simulations is conducted to evaluate the performance of the proposed methods. The results provide insights into the robustness of the detection procedures under varying assumptions. The study concludes with practical recommendations for improving the application of the Tobit model in fields such as econometrics, health economics, and environmental studies.

Keywords: parametric estimation; Type 1 Tobit model; detection of a Tobit model (search for similar items in EconPapers)
JEL-codes: C1 C10 C11 C14 C15 C16 (search for similar items in EconPapers)
Date: 2025
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