Przegląd semiparametrycznych metod estymacji modeli tobitowych typu I–III
The Review of the Semi-Parametric Methods for the Tobit Type I-III Models

Summary/Abstract: The estimation of parameters of the tobit type models, that is models for a censored dependent variable, by the MLE method requires an assumption of the normal distribution of disturbances. Semiparametric methods are very useful, because allow to weaken these assumptions. In the paper, at first the tobit type I, II and III models are introduced, next some known in the literature semi-parametric methods for these models are presented. At the end of the paper there is shown the usefulness of semi-parametric methods to a verification of assumptions imposed on the distribution of disturbances.

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