A semiparametric regression estimator under left truncation and right censoring

Maria Karlsson and Thomas Laitila

Statistics & Probability Letters, 2008, vol. 78, issue 16, 2567-2571

Abstract: 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 regression models. Econometric Theory 17, 863-888] on conditional moment conditions. Consistency of the estimator is shown and simulation is used for illustration of the small sample properties.

Date: 2008
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