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Activity Number: 369
Type: Contributed
Date/Time: Tuesday, August 2, 2016 : 10:30 AM to 12:20 PM
Sponsor: Section on Nonparametric Statistics
Abstract #319238 View Presentation
Title: Model Checking in Errors-in-Variable Tobit Regression Using Validation Data
Author(s): Pei Geng*
Keywords: Tobit regression ; measurement error ; kernel estimators ; Zheng's test statistic

In Tobit models, the response variable is censored with lower or upper limits. We propose a model checking procedure for the errors-in-variable Tobit regression based on Zheng's nonparametric test statistic. In Errors-in-variable Tobit model, we first adopt least square estimators using nonparametric kernel mean estimators with validation data. With the estimators, the empirical residuals are used to construct a Zheng's nonparametric test statistic. It is shown that the proposed test statistic is asymptotically normally distributed.

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