A note on distortions induced by truncation with applications to linear regression systems

We explore the effects of truncation on the joint distribution of the observable random variables. A general formula for the distortion induced by truncation in the least-squares coefficients is presented. The implications of our derivations are illustrated with an example.

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Year of publication:	2008
Authors:	Marchetti, Giovanni M. ; Stanghellini, Elena
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 78.2008, 6, p. 824-829
Publisher:	Elsevier
Keywords:	Conditional independence model Directed acyclic graphs Incidental truncation Selection bias Truncated normal distribution

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005259274