Laplace approximations for censored linear regression models
نویسندگان
چکیده
منابع مشابه
Linear Hypothesis Testing in Censored Regression Models
For testing a linear hypothesis in a censored regression (or censored “Tobit”) model, three test criteria and four test statistics based on least absolute deviations estimates of parameters are proposed and their limiting chi-square distributions are established. Some consistent estimates of nuisance parameters are obtained for use in computing the test statistics. A simulation study for small ...
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ژورنال
عنوان ژورنال: Canadian Journal of Statistics
سال: 1997
ISSN: 0319-5724,1708-945X
DOI: 10.2307/3315783