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A semiparametric regression estimator under left truncation and right censoring
Örebro University, Swedish Business School at Örebro University.ORCID iD: 0000-0003-1040-3332
2008 (English)In: Statistics and Probability Letters, ISSN 0167-7152, Vol. 78, no 16, 2567-2571 p.Article in journal (Refereed) Published
Abstract [en]

An estimator is proposed for semiparametric linear regression models with left truncated and right censored dependent variables. The estimator is derived from a moment condition following the principles of Newey [Newey, W.K., 2001. Conditional moment restrictions in censored and truncated regression models. Econometric Theory 17, 863–888] on conditional moment conditions. Consistency of the estimator is shown and simulation is used for illustration of the small sample properties.

Place, publisher, year, edition, pages
2008. Vol. 78, no 16, 2567-2571 p.
National Category
Probability Theory and Statistics
Research subject
Statistics
Identifiers
URN: urn:nbn:se:oru:diva-5996DOI: 10.1016/j.spl.2008.06.009OAI: oai:DiVA.org:oru-5996DiVA: diva2:207590
Available from: 2009-03-11 Created: 2009-03-11 Last updated: 2015-07-29Bibliographically approved

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Karlsson, MariaLaitila, Thomas
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Swedish Business School at Örebro University
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CiteExportLink to record
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Citation style
  • apa
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