Estimation of seemingly unrelated tobit regressions via the em algorithm

dc.contributor.author

Sloan, FA

dc.contributor.author

Huang, C

dc.contributor.author

Adamache, K

dc.date.accessioned

2010-03-09T15:27:58Z

dc.date.issued

1987-01-01

dc.description.abstract

An expectation-maximum (EM) likelihood algorithm is used to estimate two seemingly unrelated Tobit regressions in which the dependent variables are truncated normal. An illustrative example on the determination of the life-health insurance and pension benefits is also given. © 1987 American Statistical Association.

dc.format.mimetype

application/pdf

dc.identifier.eissn

1537-2707

dc.identifier.issn

0735-0015

dc.identifier.uri

https://hdl.handle.net/10161/1881

dc.language.iso

en_US

dc.publisher

Informa UK Limited

dc.relation.ispartof

Journal of Business and Economic Statistics

dc.relation.isversionof

10.1080/07350015.1987.10509607

dc.title

Estimation of seemingly unrelated tobit regressions via the em algorithm

dc.type

Journal article

pubs.begin-page

425

pubs.end-page

430

pubs.issue

3

pubs.organisational-group

Center for Child and Family Policy

pubs.organisational-group

Center for Population Health & Aging

pubs.organisational-group

Duke

pubs.organisational-group

Duke Population Research Center

pubs.organisational-group

Duke Population Research Institute

pubs.organisational-group

Economics

pubs.organisational-group

Global Health Institute

pubs.organisational-group

Institute of Public Policy

pubs.organisational-group

Institutes and Provost's Academic Units

pubs.organisational-group

Public Policy Studies

pubs.organisational-group

Sanford School of Public Policy

pubs.organisational-group

School of Nursing

pubs.organisational-group

School of Nursing - Secondary Group

pubs.organisational-group

Trinity College of Arts & Sciences

pubs.organisational-group

University Institutes and Centers

pubs.publication-status

Published

pubs.volume

5

Files

Original bundle

Now showing 1 - 1 of 1
Loading...
Thumbnail Image
Name:
Huange_estimation_of_seemingly_unrelated_tobit_regressions.pdf
Size:
163.32 KB
Format:
Adobe Portable Document Format