IDEAS home Printed from https://ideas.repec.org/p/pra/mprapa/41461.html
   My bibliography  Save this paper

New Taxonomies for Limited Dependent Variables Models

Author

Listed:
  • Biørn, Erik
  • Wangen, Knut R.

Abstract

We establish a `map' for describing a wide class of Limited Dependent Variables models much used in the econometric literature. The classification system, or language, is an extension of Amemiya's typology for tobit models and is intended to facilitate communication among researchers. The class is defined in relation to distributions of latent variables of an arbitrarily high dimension; the region of support can be divided into an arbitrary number of subsets, and the observation rules in each subset can be any combination of the observed, censored, and missing status. Consistent labeling is suggested at different levels of detail.

Suggested Citation

  • Biørn, Erik & Wangen, Knut R., 2012. "New Taxonomies for Limited Dependent Variables Models," MPRA Paper 41461, University Library of Munich, Germany.
    • Handle: RePEc:pra:mprapa:41461
    as

    Download full text from publisher

    File URL: https://mpra.ub.uni-muenchen.de/41461/1/MPRA_paper_41461.pdf
    File Function: original version
    Download Restriction: no
    ---><---

    References listed on IDEAS

    as
    1. Toomet, Ott & Henningsen, Arne, 2008. "Sample Selection Models in R: Package sampleSelection," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 27(i07).
    2. Amemiya, Takeshi, 1984. "Tobit models: A survey," Journal of Econometrics, Elsevier, vol. 24(1-2), pages 3-61.
    3. Wendelin Schnedler, 2005. "Likelihood Estimation for Censored Random Vectors," Econometric Reviews, Taylor & Francis Journals, vol. 24(2), pages 195-217.
    4. Dagenais, Marcel G, 1975. "Application of a Threshold Regression Model to Household Purchases of Automobiles," The Review of Economics and Statistics, MIT Press, vol. 57(3), pages 275-285, August.
    5. Li, Phillip, 2011. "Estimation of sample selection models with two selection mechanisms," Computational Statistics & Data Analysis, Elsevier, vol. 55(2), pages 1099-1108, February.
    6. Nelson, Forrest D., 1977. "Censored regression models with unobserved, stochastic censoring thresholds," Journal of Econometrics, Elsevier, vol. 6(3), pages 309-327, November.
    7. repec:awi:wpaper:0417 is not listed on IDEAS
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Biørn, Erik & R. Wangen, Knut, 2011. "Models of Truncation, Sample Selection, and Limited Dependent Variables: Suggestions for a Common Language," Memorandum 18/2011, Oslo University, Department of Economics.
    2. Getachew A. Dagne, 2016. "A growth mixture Tobit model: application to AIDS studies," Journal of Applied Statistics, Taylor & Francis Journals, vol. 43(7), pages 1174-1185, July.
    3. Hall, Bronwyn H, 1987. "The Relationship between Firm Size and Firm Growth in the U.S. Manufacturing Sector," Journal of Industrial Economics, Wiley Blackwell, vol. 35(4), pages 583-606, June.
    4. Mònica González & Germà Coenders & Marc Saez & Ferran Casas, 2010. "Non-linearity, Complexity and Limited Measurement in the Relationship Between Satisfaction with Specific Life Domains and Satisfaction with Life as a Whole," Journal of Happiness Studies, Springer, vol. 11(3), pages 335-352, June.
    5. Marra, Giampiero & Radice, Rosalba, 2013. "Estimation of a regression spline sample selection model," Computational Statistics & Data Analysis, Elsevier, vol. 61(C), pages 158-173.
    6. Robert J. Hill & Norbert Pfeifer & Miriam Steurer, 2020. "The Airbnb Rent-Premium and the Crowding-Out of Long-Term Rentals," Graz Economics Papers 2020-06, University of Graz, Department of Economics.
    7. Varghese, Varun & Jana, Arnab, 2019. "Interrelationships between ICT, social disadvantage, and activity participation behaviour: A case of Mumbai, India," Transportation Research Part A: Policy and Practice, Elsevier, vol. 125(C), pages 248-267.
    8. Mikhail Zhelonkin & Marc G. Genton & Elvezio Ronchetti, 2016. "Robust inference in sample selection models," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 78(4), pages 805-827, September.
    9. Matthieu Bunel, 2004. "Aides incitatives et déterminants des embauches des établissements passés aux 35 heures," Économie et Statistique, Programme National Persée, vol. 376(1), pages 91-115.
    10. Wendelin Schnedler & Nina Lucia Stephan, 2020. "Revisiting a Remedy Against Chains of Unkindness," Schmalenbach Business Review, Springer;Schmalenbach-Gesellschaft, vol. 72(3), pages 347-364, July.
    11. Calcagno, R. & Renneboog, L.D.R., 2004. "Capital Structure and Managerial Compensation : The Effects of Renumeration Seniority," Discussion Paper 2004-120, Tilburg University, Center for Economic Research.
    12. Marina Rybalka, 2015. "The innovative input mix. Assessing the importance of R&D and ICT investments for firm performance in manufacturing and services," Discussion Papers 801, Statistics Norway, Research Department.
    13. T.R.L. Fry & R.D. Brooks & Br. Comley & J. Zhang, 1993. "Economic Motivations for Limited Dependent and Qualitative Variable Models," The Economic Record, The Economic Society of Australia, vol. 69(2), pages 193-205, June.
    14. Alfred Michael Dockery & Mark N. Harris & Nicholas Holyoak & Ranjodh B. Singh, 2021. "A methodology for projecting sparse populations and its application to remote Indigenous communities," Journal of Geographical Systems, Springer, vol. 23(1), pages 37-61, January.
    15. Simplice A. Asongu & Mushfiqur Rahman & Mohammad Alghababsheh, 2022. "Information Technology, Business Sustainability and Female Economic Participation in Sub-Saharan Africa," Working Papers 22/057, European Xtramile Centre of African Studies (EXCAS).
    16. Andrés Felipe Martínez, 2006. "Determinantes de la supervivencia de empresas industriales en el área metropolitana de Cali 1994-2003," Ensayos Sobre Economía Regional (ESER) 2320, Banco de la República - Economía Regional.
    17. Cao, Lihong & Du, Yan & Hansen, Jens Ørding, 2017. "Foreign institutional investors and dividend policy: Evidence from China," International Business Review, Elsevier, vol. 26(5), pages 816-827.
    18. Eric Chiang & Djeto Assane, 2007. "Determinants of music copyright violations on the university campus," Journal of Cultural Economics, Springer;The Association for Cultural Economics International, vol. 31(3), pages 187-204, September.
    19. Renneboog, L.D.R. & Szilagyi, P.G., 2009. "Shareholder Activism through the Proxy Process," Other publications TiSEM cc25d736-2965-4511-b100-1, Tilburg University, School of Economics and Management.
    20. John Bound & Clint Cummins & Zvi Griliches & Bronwyn H. Hall & Adam B. Jaffe, 1984. "Who Does R&D and Who Patents?," NBER Chapters, in: R&D, Patents, and Productivity, pages 21-54, National Bureau of Economic Research, Inc.

    More about this item

    Keywords

    Limited dependent variables; Latent variables; Censoring; Truncation; Missing observations;
    All these keywords.

    JEL classification:

    • C24 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Truncated and Censored Models; Switching Regression Models; Threshold Regression Models
    • C25 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Discrete Regression and Qualitative Choice Models; Discrete Regressors; Proportions; Probabilities

    NEP fields

    This paper has been announced in the following NEP Reports:

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:pra:mprapa:41461. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Joachim Winter (email available below). General contact details of provider: https://edirc.repec.org/data/vfmunde.html .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.