Acta mathematica scientia,Series B ›› 1998, Vol. 18 ›› Issue (4): 361-370.
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Chen Xiru1, Zhu Lixing2
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Abstract: 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.
Key words: Censoring, linear models, Tobin-type estimate
Chen Xiru, Zhu Lixing. A TOBIN-TYPE ESTIMATE OF CENSORED LINEAR MODELS[J].Acta mathematica scientia,Series B, 1998, 18(4): 361-370.
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