《山东大学学报(理学版)》 ›› 2020, Vol. 55 ›› Issue (6): 1-9.

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### 基于核函数方法的逐段线性Tobit回归模型估计

1. 北方民族大学数学与信息科学学院, 宁夏 银川 750021
• 发布日期:2020-06-01
• 作者简介:王小刚(1980— ),男,博士,副教授,研究方向为变点理论. E-mail:wxg@nun.edu.cn
• 基金资助:
国家社会科学基金资助项目(17BTJ033)

### Piecewise linear Tobit regression model estimation based on kernel function method

WANG Xiao-gang, LI Bing

1. School of Mathematics and Information Science, North Minzu University, Yinchuan 750021, Ningxia, China
• Published:2020-06-01

Abstract: In the change point estimation model, the common grid search method has the disadvantages of cumbersome calculation and unreal meaning, and the linearization technique cannot prove the large sample properties. In order to overcome these shortcomings, the kernel function method is proposed in the piecewise linear Tobit regression model to solve the problem of non-differentiable of the objective function, the change point and parameter estimation are obtained, the asymptotic properties are proved, and the validity and robustness of the estimation are verified by Monte Carlo simulation. The empirical analysis of the family annual financial asset data shows that family financial assets would be positively affected by the level of education, and the educational level would change before and after the undergraduate level.

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