Postestimation Uncertainty in Limited Dependent Variable Models
نویسندگان
چکیده
منابع مشابه
Estimating Contaminated Limited Dependent Variable Models
Smith for helpful comments and to Richard Blundell for kindly making his data available. In 1imi ted dependent variable models the estimators obtained by maximising the normal likelihood function are generally inconsistent when the assumption of normality ls falseo Arabmazar and Schmidt (1982) have shown that the bias trom non-normality can be substantial when the degree of censoring (or trunca...
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ژورنال
عنوان ژورنال: Political Analysis
سال: 1999
ISSN: 1047-1987,1476-4989
DOI: 10.1093/oxfordjournals.pan.a029806