International Journal of Science and Research (IJSR)

International Journal of Science and Research (IJSR)
Call for Papers | Fully Refereed | Open Access | Double Blind Peer Reviewed

ISSN: 2319-7064


Downloads: 103 | Views: 190

Case Studies | Mathematics | Indonesia | Volume 5 Issue 5, May 2016


Tobit Censored NonParametric Regression Model in Plotting Employees

Winda Rahma Ningrum | Helmi Agustina Hasibuan | Yulia Fitri


Abstract: In this paper we consider identification and estimation of a censored nonparametric location scale model. We first show that in the case where the location function is strictly less than the (fixed) censoring point for all values in the support of the explanatory variables, then the location function is not identified anywhere. In contrast, if the location function is greater or equal to the censoring point with positive probability, then the location function is identified on the entire support, including the region where the location function is below the censoring point. In the latter case we propose a simple estimation procedure based on combining conditional quantile estimators for three distinct quantiles. The new estimator is shown to converge at the optimal nonparametric rate with a limiting normal distribution. A small scale simulation study indicates that the proposed estimation procedure performs well in finite samples. We also present an empirical application on plotting employees in a firm.


Keywords: Censored Regression, Tobit Estimator, Nonparametric Regression


Edition: Volume 5 Issue 5, May 2016,


Pages: 1303 - 1307


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