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Statistical Inference on the ESEP Tobit Regression Model |
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PP: 1-9 |
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doi:10.18576/jsapl/060101
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Author(s) |
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Ahmad Flaih,
Jose Guardiola,
Hassan Elsalloukh,
Chary Akmyradov,
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Abstract |
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| We propose the use of the Epsilon Skew Exponential Power family of distribution as an alternative model to make
inference on estimating the interested parameters of the Tobit regression model. Tobit model assumes the normality of residuals term.
Elsalloukh[5] proposed the Epsilon Skew Exponential Power (ESEP) family of distributions which include the ESN distribution and
many other distributions as special cases. Moreover, ESEP family of densities can accommodate both heavy tails and skewness
behaviors. We develop the basic properties of the ESEP Tobit model, such as the structural equation, the expected value of the
censored variable, and the log-likelihood functions based on the piecewise nature of the ESEP density. We provide data analysis when
the residuals are distributed according to the ESEP(q ,s ,a,e ) family. |
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