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The Detection Method of the Tobit Model in a Dataset

Author

Listed:
  • El ouali Rahmani

    (Department of Mathematics, Mohammed First University, Oujda 60000, Morocco)

  • Mohammed Benmoumen

    (Department of Mathematics, Mohammed First University, Oujda 60000, Morocco)

Abstract

This article proposes an extension of detection methods for the Tobit model by generalizing existing approaches from cases with known parameters to more realistic scenarios where the parameters are unknown. The main objective is to develop detection procedures that account for parameter uncertainty and to analyze how this uncertainty affects the estimation process and the overall accuracy of the model. The methodology relies on maximum likelihood estimation, applied to datasets generated under different configurations of the Tobit model. A series of Monte Carlo simulations is conducted to evaluate the performance of the proposed methods. The results provide insights into the robustness of the detection procedures under varying assumptions. The study concludes with practical recommendations for improving the application of the Tobit model in fields such as econometrics, health economics, and environmental studies.

Suggested Citation

  • El ouali Rahmani & Mohammed Benmoumen, 2025. "The Detection Method of the Tobit Model in a Dataset," Stats, MDPI, vol. 8(3), pages 1-17, July.
    • Handle: RePEc:gam:jstats:v:8:y:2025:i:3:p:59-:d:1700407
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    References listed on IDEAS

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    1. Powell, James L, 1986. "Symmetrically Trimmed Least Squares Estimation for Tobit Models," Econometrica, Econometric Society, vol. 54(6), pages 1435-1460, November.
    2. Goldberger, Arthur S., 1981. "Linear regression after selection," Journal of Econometrics, Elsevier, vol. 15(3), pages 357-366, April.
    3. Arabmazar, Abbas & Schmidt, Peter, 1981. "Further evidence on the robustness of the Tobit estimator to heteroskedasticity," Journal of Econometrics, Elsevier, vol. 17(2), pages 253-258, November.
    4. Amemiya, Takeshi, 1984. "Tobit models: A survey," Journal of Econometrics, Elsevier, vol. 24(1-2), pages 3-61.
    5. Greene, William H, 1981. "On the Asymptotic Bias of the Ordinary Least Squares Estimator of the Tobit Model," Econometrica, Econometric Society, vol. 49(2), pages 505-513, March.
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