(Requires calculus) (i) Suppose in the Tobit model that x1 = log(z1), and this is the only place z1 appears in x. Show that 11eb9ee2_f1c7_26c9_8edd_312936380d9c_SM2712_11 where 1 is the coefficient on log(z1). (ii) If x1 = z1, and x2 = zl, show that 11eb9ee2_f1c7_26ca_8edd_29affc05e5d1_SM2712_11 where 1 is the coefficient on z1 and 2 is the coefficient on Z12

Introductory Econometrics 4th Edition by Jeffrey Wooldridge

النسخة 4الرقم المعياري الدولي: 978-0324660609

النسخة 4الرقم المعياري الدولي: 978-0324660609

تمرين 20

(Requires calculus)
(i) Suppose in the Tobit model that x1 = log(z1), and this is the only place z1 appears in x. Show that

where 1 is the coefficient on log(z1).
(ii) If x1 = z1, and x2 = zl, show that

where 1 is the coefficient on z1 and 2 is the coefficient on Z12

التوضيح

موثّق

(i)
Consider the Tobit model such that ...