数学物理学报(英文版) ›› 1998, Vol. 18 ›› Issue (4): 361-370.
• 论文 • 下一篇
陈希孺1, 朱力行2
Chen Xiru1, Zhu Lixing2
摘要: The paper presents a two-stage method for estimating the parameters in the censored linear model Yi=max(0,α0+Xi'β0), 1 ≤ i ≤ n. In the first stage the data are grouped in some groups and then some adjustments are made, the results are used in the boier stage to form a Tobin-type estimate. The asymptotic normality of the estimate is proved and some simultions are made.