タイプIIのトービット・モデルの推定について
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- 縄田 和満
- 東京大学教養学部社会科学科 西オーストラリア大学経済学部
書誌事項
- タイトル別名
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- Estimation of Type II Tobit Models
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説明
Type II Tobit models are widely used in various feilds of economics, such as labor economics. These models are also known as models with sample-selection biases. Because of its computational difficulty, the maximum likelihood estimator (MLE) is seldom used to estimate these models, while Heckman's two-step estimator (Heckman [1976 and 1979]) is widely used to estimate these models. However, Heckman's two-step estimotor sometimes performs poorly and the MLE is known to be a better estimator. In this paper, I point out some of the limitation of Heckman's two-step estimator, and I compare the two estimators by the Monte Carlo experiments. I also present the computor program which makes possible to calculate the MLE.
収録刊行物
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- 日本統計学会誌
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日本統計学会誌 23 (2), 223-247, 1993
一般社団法人 日本統計学会
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詳細情報 詳細情報について
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- CRID
- 1390001204436449920
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- NII論文ID
- 130003428541
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- ISSN
- 21891478
- 03895602
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- 本文言語コード
- ja
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- データソース種別
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- JaLC
- CiNii Articles
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- 抄録ライセンスフラグ
- 使用不可