带删失结构的第二类Tobit模型的两步参数估计法

Two-step Parameter Estimation Method of The Censored Type-2 Tobit Model

本文首先简要介绍一类样本选择模型并且对其研究方法进行回顾,然后基于样本选择模型,提出本文所研究的模型:带删失结构的第二类Tobit模型,提出一种新的两步估计法来对模型的参数进行估计。并且对提出的方法进行数据模拟,数据模拟结果表明估计的效果良好。

Firstly this paper briefly introduces the type of Type-one sample selection models and reviews their research methods.Then depending on sample selection model,this paper proposes the censored Type-2 Tobit model to research,putting forward a new two-step estimation method to estimate the parameters and proposes the method to data simulation.The data simulation results show that the estimated effect is good.