Let H 0 (X) be a function that can be nonparametrically estimated. Suppose E [ Y | X ]= F 0 [ X ß 0 H 0 (X) ] . Many models fit this framework, including latent in- dex models with an endogenous regressor and nonlinear models with sample se- lection. We show that the vector ß 0 and unknown...

This paper proposes new estimators of the latent regression function in nonparametric censored and truncated regression models. Our estimators are computationally convenient, consisting only of two nonparametric regressions and a univariate integral. We establish consistency and asymptotic...