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क्षेत्रअर्थमितिअर्थमिति
परिवारRegression modelRegression model
उद्भव वर्ष19581978
प्रवर्तकJames TobinKoenker & Bassett
प्रकारCensored regression (limited dependent variable)Conditional quantile regression
मौलिक स्रोतTobin, J. (1958). Estimation of Relationships for Limited Dependent Variables. Econometrica, 26(1), 24-36. DOI ↗Koenker, R. & Bassett, G., Jr. (1978). Regression Quantiles. Econometrica, 46(1), 33-50. DOI ↗
उपनामcensored regression, limited dependent variable model, Tobit Modeli (Sansürlü Regresyon)conditional quantile regression, regression quantiles, Kantil Regresyon
संबंधित45
सारांशThe Tobit model is a regression for outcomes that are censored at a threshold, estimating the relationship by maximum likelihood. Introduced by James Tobin in 1958, it addresses the pile-up of observations at a limit (typically zero) in data such as spending, wages, or duration.Quantile regression models conditional quantiles of an outcome - the median, the 25th or 75th percentile, and so on - rather than the conditional mean that OLS targets. Introduced by Koenker and Bassett in 1978, it reveals how predictors act across the whole distribution, including its tails.
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