| Publications [#238892] of Frank A. Sloan
Journal Articles
- Sloan, FA; Huang, C; Adamache, K, Estimation of Seemingly Unrelated Tobit Regressions via the EM Algorithm,
Journal of Business and Economic Statistics, vol. 5 no. 3
(July, 1987),
pp. 425-430, Informa UK Limited [repository], [doi]
(last updated on 2025/05/11)
Abstract: An expectation-maximum (EM) likelihood algorithm is used to estimate two seemingly unrelated Tobit regressions in which the dependent variables are truncated normal. An illustrative example on the determination of the life-health insurance and pension benefits is also given. © 1987 American Statistical Association.
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