Model checking in Tobit regression model via nonparametric smoothing

K-REx Repository

Show simple item record Liu, Shan 2012-05-04T13:04:50Z 2012-05-04T13:04:50Z 2012-05-04
dc.description.abstract A nonparametric lack-of-fit test is proposed to check the adequacy of the presumed parametric form for the regression function in Tobit regression models by applying Zheng's device with weighted residuals. It is shown that testing the null hypothesis for the standard Tobit regression models is equivalent to test a new null hypothesis of the classic regression models. An optimal weight function is identified to maximize the local power of the test. The test statistic proposed is shown to be asymptotically normal under null hypothesis, consistent against some fixed alternatives, and has nontrivial power for some local nonparametric power for some local nonparametric alternatives. The finite sample performance of the proposed test is assessed by Monte-Carlo simulations. An empirical study is conducted based on the data of University of Michigan Panel Study of Income Dynamics for the year 1975. en_US
dc.language.iso en_US en_US
dc.publisher Kansas State University en
dc.subject Tobit regression model en_US
dc.subject Zheng's test en_US
dc.subject Consistency and Local Power en_US
dc.title Model checking in Tobit regression model via nonparametric smoothing en_US
dc.type Report en_US Master of Science en_US
dc.description.level Masters en_US
dc.description.department Department of Statistics en_US
dc.description.advisor Weixing Song en_US
dc.subject.umi Statistics (0463) en_US 2012 en_US May en_US

Files in this item

This item appears in the following Collection(s)

Show simple item record

Search K-REx

Advanced Search


My Account


Center for the

Advancement of Digital