Modelo de regressão tobit com a distribuição generalizada Birnbaum-Saunders

Abstract

In this work, we propose the tobit regression model based on the Birnbaum-Saunders generalized distribution (Barros et al. (2008)). We implemented an approach based on the maximum likelihood method to obtain the parameter estimates and derive measurements for residue analysis and diagnostics. We then carried out a simulation of Monte Carlo study with the objective of evaluating the performance of the maximum likelihood estimators of the proposed model. Finally, we illustrate the proposed methodology using a set of real data.