Estimation of seemingly unrelated tobit regressions via the em algorithm

Journal Article (Journal Article)

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.

Full Text

Duke Authors

Cited Authors

  • Huang, CJ; Sloan, FA; Adamache, KW

Published Date

  • January 1, 1987

Published In

Volume / Issue

  • 5 / 3

Start / End Page

  • 425 - 430

Electronic International Standard Serial Number (EISSN)

  • 1537-2707

International Standard Serial Number (ISSN)

  • 0735-0015

Digital Object Identifier (DOI)

  • 10.1080/07350015.1987.10509607

Citation Source

  • Scopus