Censored probit models do not fail randomly: A Monte Carlo study

J. S. Butler

doi:10.1016/s0165-1765(97)81876-9

Censored probit models do not fail randomly: A Monte Carlo study

Research output: Contribution to journal › Article › peer-review

Abstract

Values of the true correlation up to ±0.9 in a censored probit model do not lead to random failure owing to limit values of the estimated correlation, but a Monte Carlo study reveals other biases in estimating censored probit models.

Original language	English
Pages (from-to)	33-37
Number of pages	5
Journal	Economics Letters
Volume	57
Issue number	1
DOIs	https://doi.org/10.1016/s0165-1765(97)81876-9
State	Published - Nov 28 1997

Keywords

C34
Censored probit model
Monte Carlo study

ASJC Scopus subject areas

Finance
Economics and Econometrics

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10.1016/s0165-1765(97)81876-9

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title = "Censored probit models do not fail randomly: A Monte Carlo study",

abstract = "Values of the true correlation up to ±0.9 in a censored probit model do not lead to random failure owing to limit values of the estimated correlation, but a Monte Carlo study reveals other biases in estimating censored probit models.",

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year = "1997",

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KW - C34

KW - Censored probit model

KW - Monte Carlo study

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DO - 10.1016/s0165-1765(97)81876-9

M3 - Article

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VL - 57

SP - 33

EP - 37

JO - Economics Letters

JF - Economics Letters

IS - 1

ER -

Censored probit models do not fail randomly: A Monte Carlo study

Abstract

Keywords

ASJC Scopus subject areas

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