Tobit-Piecewise Estimator of the Regression Coefficient

摘要：

In this paper, an alternative estimator of the regression coefficient, called TP estimator, is proposed based on the idea of Tobit and piecewise regression, in order to fit a data with outliers. A suitable likelihood function is derived for desired conditions so that the TP estimator is the maximum likelihood estimator (MLE). It is found that the regression line obtained by the proposed method is preferable to the least square (LS) and others method as shown by various examples.

关键词： Outliers Tobit regression model Piecewise regression model MLE

作者: Titirut Mekbunditkul Pachitjanut Siripanich

作者单位: School of Applied Statistics, National Institute of Development Administration

会议类型: 国际会议

会议名称: The Fourth International Conference on Operations and Supply Chain Management(第四届运营与供应链管理国际会议 ICOSCM 2010)

会议地点: 香港·广州

会议语种:英文

页码: 365-368

在线出版日期: 2010-07-25（万方平台首次上网日期，不代表论文的发表时间）