The Effect of Ignoring Heteroscedasticity on Estimates of the Tobit Model
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We consider the sensitivity of the Tobit estimator to heteroscedasticity. Our single independent variable is a dummy variable whose coefficient is a difference between group means, and the error variance differs between groups. Heteroscedasticity biases the Tobit estimate of the two means in
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美国国家经济研究局创建时间：
1983-01-01
