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Regression model

Tobit删失回归模型

Tobit模型是一种针对在某个阈值处被删失的因变量的回归模型,通过最大似然估计来估计关系。该模型由James Tobin于1958年提出,用于处理在数据极限(通常为零)处观测值堆积的问题,例如支出、工资或持续时间等数据。

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来源

  1. Tobin, J. (1958). Estimation of Relationships for Limited Dependent Variables. Econometrica, 26(1), 24-36. DOI: 10.2307/1907382

如何引用本页

ScholarGate. (2026, June 1). Tobit Censored Regression Model. ScholarGate. https://scholargate.app/zh/econometrics/tobit-model

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被引用于

ScholarGateTobit Model (Tobit Censored Regression Model). 于 2026-06-15 检索自 https://scholargate.app/zh/econometrics/tobit-model · 数据集: https://doi.org/10.5281/zenodo.20539026