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Bootstrapping a conditional moments test for normality after tobit estimation AgEcon
Drukker, David M..
Categorical and limited dependent variable models are routinely estimated via maximum likelihood. It is well-known that the ML estimates of the parameters are inconsistent if the distribution or the skedastic component is misspecified. When conditional moment tests were first developed by Newey (1985) and Tauchen (1985), they appeared to offer a wide range of easy-to-compute specification tests for categorical and limited dependent variable models estimated by maximum likelihood. However, subsequent studies found that using the asymptotic critical values produced severe size distortions. This paper presents simulation evidence that the standard conditional moment test for normality after tobit estimation has essentially no size distortion and reasonable...
Tipo: Journal Article Palavras-chave: Conditional moment tests; Bootstrap; Tobit; Normality; Research Methods/ Statistical Methods.
Ano: 2002 URL: http://purl.umn.edu/115956
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Implications of the variability in soil penetration resistance for statistical analysis Rev. Bras. Ciênc. Solo
Gubiani,Paulo Ivonir; Reichert,José Miguel; Reinert,Dalvan José; Gelain,Neiva Somavilla.
Soil penetration resistance (PR) is a measure of soil compaction closely related to soil structure and plant growth. However, the variability in PR hampers the statistical analyses. This study aimed to evaluate the variability of soil PR on the efficiency of parametric and nonparametric analyses in indentifying significant effects of soil compaction and to classify the coefficient of variation of PR into low, medium, high and very high. On six dates, the PR of a typical dystrophic Red Ultisol under continuous no-tillage for 16 years was measured. Three tillage and/or traffic conditions were established with the application of: (i) no chiseling or additional traffic, (ii) additional compaction, and (iii) chiseling. On each date, the nineteen PR data...
Tipo: Info:eu-repo/semantics/article Palavras-chave: Compaction; Coefficient of variation; Normality.
Ano: 2011 URL: http://www.scielo.br/scielo.php?script=sci_arttext&pid=S0100-06832011000500003
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Revisiting the probabilistic definition of drought: strengths, limitations and an agrometeorological adaptation Bragantia
Blain,Gabriel Constantino.
Drought is a slow-moving hazard that occurs in virtually all countries of the world. In the light of this, several indices have been developed to improve the detection of drought's onset, as well as quantifying other features of this phenomenon. The Standardized Precipitation Index (SPI) is often used in order to characterize meteorological droughts. In addition, this index is largely used by Brazilian's agricultural institutions. In order to add important information to the drought literature, this review article described a general definition of drought, evaluated it from a statistical point of view, and also described the SPI strengths and limitations. An adaptation of the SPI that aims to develop a probability-based agricultural drought index was also...
Tipo: Info:eu-repo/semantics/article Palavras-chave: Standardized precipitation index; Normality; Evapotranspiration.
Ano: 2012 URL: http://www.scielo.br/scielo.php?script=sci_arttext&pid=S0006-87052012000100019
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