Walter, Paul; Groß, Markus; Schmid, Timo; Tzavidis, Nikos - 2017
is often the case for income variables. Therefore, this work proposes an estimation method, which enables the estimation … of the regression parameters of the nested error regression model using interval censored data. The introduced method is … based on the stochastic expectation maximization algorithm. Since the stochastic expectation maximization method relies on …