Student-<i>t</i> censored regression model: properties and inference

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dc.contributor.authorArellano-Valle, Reinaldo B.
dc.contributor.authorCastro, Luis M.
dc.contributor.authorGonzalez-Farias, Graciela
dc.contributor.authorMunoz-Gajardo, Karla A.
dc.date.accessioned2025-01-24T00:06:56Z
dc.date.available2025-01-24T00:06:56Z
dc.date.issued2012
dc.description.abstractIn statistical analysis, particularly in econometrics, it is usual to consider regression models where the dependent variable is censored (limited). In particular, a censoring scheme to the left of zero is considered here. In this article, an extension of the classical normal censored model is developed by considering independent disturbances with identical Student-t distribution. In the context of maximum likelihood estimation, an expression for the expected information matrix is provided, and an efficient EM-type algorithm for the estimation of the model parameters is developed. In order to know what type of variables affect the income of housewives, the results and methods are applied to a real data set. A brief review on the normal censored regression model or Tobit model is also presented.
dc.fuente.origenWOS
dc.identifier.doi10.1007/s10260-012-0199-y
dc.identifier.issn1618-2510
dc.identifier.urihttps://doi.org/10.1007/s10260-012-0199-y
dc.identifier.urihttps://repositorio.uc.cl/handle/11534/101882
dc.identifier.wosidWOS:000310426100004
dc.issue.numero4
dc.language.isoen
dc.pagina.final473
dc.pagina.inicio453
dc.revistaStatistical methods and applications
dc.rightsacceso restringido
dc.subjectECM algorithm
dc.subjectLimited dependent variable
dc.subjectMaximum likelihood estimation
dc.subjectStudent-t distribution
dc.subjectTobit model
dc.subject.ods03 Good Health and Well-being
dc.subject.odspa03 Salud y bienestar
dc.titleStudent-<i>t</i> censored regression model: properties and inference
dc.typeartículo
dc.volumen21
sipa.indexWOS
sipa.trazabilidadWOS;2025-01-12
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