Arbeitspapier
Likelihood Estimation for Censored Random Vectors
This article shows how to construct a likelihood for a general class of censoring problems. This likelihood is proven to be valid, i.e. its maximiser is consistent and the respective root-n estimator is asymptotically efficient and normally distributed under regularity conditions. The method generalises ordinary maximum likelihood estimation as well as several standard estimators for censoring problems (e.g. tobit type I - tobit type V).
- Sprache
-
Englisch
- Erschienen in
-
Series: Discussion Paper Series ; No. 417
- Klassifikation
-
Wirtschaft
Estimation: General
Single Equation Models; Single Variables: Truncated and Censored Models; Switching Regression Models; Threshold Regression Models
- Thema
-
Censored variables
Limited dependent variables
Multivariate methods
Random censoring
Likelihood
Schätztheorie
Regressionsanalyse
Theorie
- Ereignis
-
Geistige Schöpfung
- (wer)
-
Schnedler, Wendelin
- Ereignis
-
Veröffentlichung
- (wer)
-
University of Heidelberg, Department of Economics
- (wo)
-
Heidelberg
- (wann)
-
2005
- Handle
- Letzte Aktualisierung
-
10.03.2025, 11:42 MEZ
Datenpartner
Dieses Objekt wird bereitgestellt von:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Objekttyp
- Arbeitspapier
Beteiligte
- Schnedler, Wendelin
- University of Heidelberg, Department of Economics
Entstanden
- 2005
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