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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...
Persistent link: https://www.econbiz.de/10005319776
<Para ID="Par1">For a linear regression model subject to left-truncation and right-censoring where the truncation and censoring points are known constants (or always observed if random), Karlsson and Laitila (Stat Probab Lett 78:2567–2571, <CitationRef CitationID="CR3">2008</CitationRef>) proposed a semiparametric estimator which deals with...</citationref></para>
Persistent link: https://www.econbiz.de/10011241006
Causal effects are usually estimated under the assumption of no interference between individuals. This assumption means that the potential outcomes for one individual are unaffected by the treatments received by other individuals. In many situations, this is not reasonable to assume. Moreover,...
Persistent link: https://www.econbiz.de/10010998672
Truncation or censoring of the response variable in a regression model is a problem in many applications, e.g. when the response is insurance claims or the durations of unemployment spells. We introduce a local polynomial re­gression estimator which can deal with such truncated or censored...
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The quadratic mode regression estimator has been suggested for truncated regression models where symmetry characterizes the distribution of disturbances. In this paper the estimator is shown to be consistent and asymptotically normal distributed under asymmetrically distributed disturbances.
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