Tobit model (English Wikipedia)

Analysis of information sources in references of the Wikipedia article "Tobit model" in English language version.

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Hayashi, Fumio (2000). Econometrics. Princeton: Princeton University Press. pp. 518–521. ISBN 0-691-01018-8.
Goldberger, Arthur S. (1964). Econometric Theory. New York: J. Wiley. pp. 253–55. ISBN 9780471311010.
Bierens, Herman J. (2004). Introduction to the Mathematical and Statistical Foundations of Econometrics. Cambridge University Press. p. 207.
Amemiya, Takeshi (1985). "Tobit Models". Advanced econometrics. Cambridge, Mass: Harvard University Press. p. 384. ISBN 0-674-00560-0. OCLC 11728277.

books.google.com

A sample $(y_{i},\mathbf {x} _{i})$ is censored in $y_{i}$ when $\mathbf {x} _{i}$ is observed for all observations $i=1,2,\ldots ,n$ , but the true value of $y_{i}$ is known only for a restricted range of observations. If the sample is truncated, both $\mathbf {x} _{i}$ and $y_{i}$ are only observed if $y_{i}$ falls in the restricted range. See Breen, Richard (1996). Regression Models : Censored, Samples Selected, or Truncated Data. Thousand Oaks: Sage. pp. 2–4. ISBN 0-8039-5710-6.

doi.org

When asked why it was called the "tobit" model, instead of Tobin, James Tobin explained that this term was introduced by Arthur Goldberger, either as a portmanteau of "Tobin's probit", or as a reference to the novel The Caine Mutiny, a novel by Tobin's friend Herman Wouk, in which Tobin makes a cameo as "Mr Tobit". Tobin reports having actually asked Goldberger which it was, and the man refused to say. See Shiller, Robert J. (1999). "The ET Interview: Professor James Tobin". Econometric Theory. 15 (6): 867–900. doi:10.1017/S0266466699156056. S2CID 122574727.
An almost identical model was independently suggested by Anders Hald in 1949, see Hald, A. (1949). "Maximum Likelihood Estimation of the Parameters of a Normal Distribution which is Truncated at a Known Point". Scandinavian Actuarial Journal. 49 (4): 119–134. doi:10.1080/03461238.1949.10419767.
Tobin, James (1958). "Estimation of Relationships for Limited Dependent Variables" (PDF). Econometrica. 26 (1): 24–36. doi:10.2307/1907382. JSTOR 1907382.
Amemiya, Takeshi (1984). "Tobit Models: A Survey". Journal of Econometrics. 24 (1–2): 3–61. doi:10.1016/0304-4076(84)90074-5.
Olsen, Randall J. (1978). "Note on the Uniqueness of the Maximum Likelihood Estimator for the Tobit Model". Econometrica. 46 (5): 1211–1215. doi:10.2307/1911445. JSTOR 1911445.
Orme, Chris (1989). "On the Uniqueness of the Maximum Likelihood Estimator in Truncated Regression Models". Econometric Reviews. 8 (2): 217–222. doi:10.1080/07474938908800171.
Iwata, Shigeru (1993). "A Note on Multiple Roots of the Tobit Log Likelihood". Journal of Econometrics. 56 (3): 441–445. doi:10.1016/0304-4076(93)90129-S.
Amemiya, Takeshi (1973). "Regression analysis when the dependent variable is truncated normal". Econometrica. 41 (6): 997–1016. doi:10.2307/1914031. JSTOR 1914031.
McDonald, John F.; Moffit, Robert A. (1980). "The Uses of Tobit Analysis". The Review of Economics and Statistics. 62 (2): 318–321. doi:10.2307/1924766. JSTOR 1924766.
Schnedler, Wendelin (2005). "Likelihood estimation for censored random vectors" (PDF). Econometric Reviews. 24 (2): 195–217. doi:10.1081/ETC-200067925. hdl:10419/127228. S2CID 55747319.
Heckman, James J. (1979). "Sample Selection Bias as a Specification Error". Econometrica. 47 (1): 153–161. doi:10.2307/1912352. ISSN 0012-9682. JSTOR 1912352.
Sigelman, Lee; Zeng, Langche (1999). "Analyzing Censored and Sample-Selected Data with Tobit and Heckit Models". Political Analysis. 8 (2): 167–182. doi:10.1093/oxfordjournals.pan.a029811. ISSN 1047-1987. JSTOR 25791605.
Powell, James L (1 July 1984). "Least absolute deviations estimation for the censored regression model". Journal of Econometrics. 25 (3): 303–325. CiteSeerX 10.1.1.461.4302. doi:10.1016/0304-4076(84)90004-6.
Dahlberg, Matz; Johansson, Eva (2002-03-01). "On the Vote-Purchasing Behavior of Incumbent Governments". American Political Science Review. 96 (1): 27–40. CiteSeerX 10.1.1.198.4112. doi:10.1017/S0003055402004215. ISSN 1537-5943. S2CID 12718473.
Dubois, Hans F. W.; Fattore, Giovanni (2011-07-01). "Public Fund Assignment through Project Evaluation". Regional & Federal Studies. 21 (3): 355–374. doi:10.1080/13597566.2011.578827. ISSN 1359-7566. S2CID 154659642.
Baltas, George (2001). "Utility-consistent Brand Demand Systems with Endogenous Category Consumption: Principles and Marketing Applications". Decision Sciences. 32 (3): 399–422. doi:10.1111/j.1540-5915.2001.tb00965.x. ISSN 0011-7315.

handle.net

hdl.handle.net

Schnedler, Wendelin (2005). "Likelihood estimation for censored random vectors" (PDF). Econometric Reviews. 24 (2): 195–217. doi:10.1081/ETC-200067925. hdl:10419/127228. S2CID 55747319.

jstor.org

Tobin, James (1958). "Estimation of Relationships for Limited Dependent Variables" (PDF). Econometrica. 26 (1): 24–36. doi:10.2307/1907382. JSTOR 1907382.
Olsen, Randall J. (1978). "Note on the Uniqueness of the Maximum Likelihood Estimator for the Tobit Model". Econometrica. 46 (5): 1211–1215. doi:10.2307/1911445. JSTOR 1911445.
Amemiya, Takeshi (1973). "Regression analysis when the dependent variable is truncated normal". Econometrica. 41 (6): 997–1016. doi:10.2307/1914031. JSTOR 1914031.
McDonald, John F.; Moffit, Robert A. (1980). "The Uses of Tobit Analysis". The Review of Economics and Statistics. 62 (2): 318–321. doi:10.2307/1924766. JSTOR 1924766.
Heckman, James J. (1979). "Sample Selection Bias as a Specification Error". Econometrica. 47 (1): 153–161. doi:10.2307/1912352. ISSN 0012-9682. JSTOR 1912352.
Sigelman, Lee; Zeng, Langche (1999). "Analyzing Censored and Sample-Selected Data with Tobit and Heckit Models". Political Analysis. 8 (2): 167–182. doi:10.1093/oxfordjournals.pan.a029811. ISSN 1047-1987. JSTOR 25791605.

psu.edu

citeseerx.ist.psu.edu

Powell, James L (1 July 1984). "Least absolute deviations estimation for the censored regression model". Journal of Econometrics. 25 (3): 303–325. CiteSeerX 10.1.1.461.4302. doi:10.1016/0304-4076(84)90004-6.
Dahlberg, Matz; Johansson, Eva (2002-03-01). "On the Vote-Purchasing Behavior of Incumbent Governments". American Political Science Review. 96 (1): 27–40. CiteSeerX 10.1.1.198.4112. doi:10.1017/S0003055402004215. ISSN 1537-5943. S2CID 12718473.

semanticscholar.org

api.semanticscholar.org

When asked why it was called the "tobit" model, instead of Tobin, James Tobin explained that this term was introduced by Arthur Goldberger, either as a portmanteau of "Tobin's probit", or as a reference to the novel The Caine Mutiny, a novel by Tobin's friend Herman Wouk, in which Tobin makes a cameo as "Mr Tobit". Tobin reports having actually asked Goldberger which it was, and the man refused to say. See Shiller, Robert J. (1999). "The ET Interview: Professor James Tobin". Econometric Theory. 15 (6): 867–900. doi:10.1017/S0266466699156056. S2CID 122574727.
Schnedler, Wendelin (2005). "Likelihood estimation for censored random vectors" (PDF). Econometric Reviews. 24 (2): 195–217. doi:10.1081/ETC-200067925. hdl:10419/127228. S2CID 55747319.
Dahlberg, Matz; Johansson, Eva (2002-03-01). "On the Vote-Purchasing Behavior of Incumbent Governments". American Political Science Review. 96 (1): 27–40. CiteSeerX 10.1.1.198.4112. doi:10.1017/S0003055402004215. ISSN 1537-5943. S2CID 12718473.
Dubois, Hans F. W.; Fattore, Giovanni (2011-07-01). "Public Fund Assignment through Project Evaluation". Regional & Federal Studies. 21 (3): 355–374. doi:10.1080/13597566.2011.578827. ISSN 1359-7566. S2CID 154659642.

uni-heidelberg.de

Schnedler, Wendelin (2005). "Likelihood estimation for censored random vectors" (PDF). Econometric Reviews. 24 (2): 195–217. doi:10.1081/ETC-200067925. hdl:10419/127228. S2CID 55747319.

worldcat.org

search.worldcat.org

Amemiya, Takeshi (1985). "Tobit Models". Advanced econometrics. Cambridge, Mass: Harvard University Press. p. 384. ISBN 0-674-00560-0. OCLC 11728277.
Heckman, James J. (1979). "Sample Selection Bias as a Specification Error". Econometrica. 47 (1): 153–161. doi:10.2307/1912352. ISSN 0012-9682. JSTOR 1912352.
Sigelman, Lee; Zeng, Langche (1999). "Analyzing Censored and Sample-Selected Data with Tobit and Heckit Models". Political Analysis. 8 (2): 167–182. doi:10.1093/oxfordjournals.pan.a029811. ISSN 1047-1987. JSTOR 25791605.
Dahlberg, Matz; Johansson, Eva (2002-03-01). "On the Vote-Purchasing Behavior of Incumbent Governments". American Political Science Review. 96 (1): 27–40. CiteSeerX 10.1.1.198.4112. doi:10.1017/S0003055402004215. ISSN 1537-5943. S2CID 12718473.
Dubois, Hans F. W.; Fattore, Giovanni (2011-07-01). "Public Fund Assignment through Project Evaluation". Regional & Federal Studies. 21 (3): 355–374. doi:10.1080/13597566.2011.578827. ISSN 1359-7566. S2CID 154659642.
Baltas, George (2001). "Utility-consistent Brand Demand Systems with Endogenous Category Consumption: Principles and Marketing Applications". Decision Sciences. 32 (3): 399–422. doi:10.1111/j.1540-5915.2001.tb00965.x. ISSN 0011-7315.

yale.edu

cowles.yale.edu

Tobin, James (1958). "Estimation of Relationships for Limited Dependent Variables" (PDF). Econometrica. 26 (1): 24–36. doi:10.2307/1907382. JSTOR 1907382.