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We develop a simple semiparametric framework for combining censored and uncensored samples so that the resulting estimators are consistent, asymptotically normal, and use all information optimally. No nonparametric smoothing is required to implement our estimators. To illustrate our results in...
Persistent link: https://www.econbiz.de/10005022943
We develop a simple semiparametric framework for combining censored and uncensored samples so that the resulting estimators are consistent, asymptotically normal, and use all information optimally. No nonparametric smoothing is required to implement our estimators. To illustrate our results in...
Persistent link: https://www.econbiz.de/10005666930
We develop a simple semiparametric framework for combining censored and uncensored samples so that the resulting estimators are consistent, asymptotically normal, and use all information optimally. No nonparametric smoothing is required to implement our estimators. To illustrate our results in...
Persistent link: https://www.econbiz.de/10005685991
Economists and other social scientists often face situations where they have access to two datasets that they can use but one set of data suffers from censoring or truncation. If the censored sample is much bigger than the uncensored sample, it is common for researchers to use the censored...
Persistent link: https://www.econbiz.de/10005800311
Persistent link: https://www.econbiz.de/10005411744
Persistent link: https://www.econbiz.de/10005411794
In this survey, we evaluate estimators by comparing their asymptotic variances. The role of the effciency bound, in this context, is to give a lower bound to the asymptotic variance of an estimator. An estimator with asymptotic variance equal to the efficiency bound can therefore be said to be...
Persistent link: https://www.econbiz.de/10011095273
We propose a "weighted and sample-size adjusted" Kolmogorov-Smirnov type statistic to test the assumption of conditional symmetry maintained in the symmetrically trimmed least-squares (STLS) approach of Powell (1986b), which is widely used to estimate censored or truncated regression models...
Persistent link: https://www.econbiz.de/10011095278
In this survey, we evaluate estimators by comparing their asymptotic variances. The role of the efficiency bound, in this context, is to give a lower bound to the asymptotic variance of an estimator. An estimator with asymptotic variance equal to the efficiency bound can therefore be said to be...
Persistent link: https://www.econbiz.de/10010728835
The importance of homogeneity as a restriction on functional forms has been well recognized in economic theory. Imposing additive separability is also quite popular since many economics models become easier to interpret and estimate when the explanatory variables are additively separable. In...
Persistent link: https://www.econbiz.de/10010983858