The performance of alternative simulation-based estimators for a panel data Tobit model (censored regression) with rando effects is evaluated with Monte Carlo experiments. Bias and efficiency of the methods is discussed. An example of application is provided on a model of female labour supply.
Simulation-Based Estimation of Tobit Model with Random Effects
MAGAZZINI, LAURA;
2001-01-01
Abstract
The performance of alternative simulation-based estimators for a panel data Tobit model (censored regression) with rando effects is evaluated with Monte Carlo experiments. Bias and efficiency of the methods is discussed. An example of application is provided on a model of female labour supply.
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