Large sample results under biased sampling when covariables are present

Jacobo de Uña-Álvarez

Statistics & Probability Letters, 2003, vol. 63, issue 3, 287-293

Abstract: In this work, we introduce and analyze new estimation procedures when a (p+1)-dimensional variable (U,T) is sampled under selection bias models. Here, T denotes a time of interest and U=(u1,...,up) is a vector of covariables. Applications include the estimation of (conditional) cumulative hazard and mean residual time functions, and inference about the regression curve m(u)=E([psi](T) U=u).

Keywords: Covariables; Least; squares; Regression; Selection; bias; Weighted; distributions (search for similar items in EconPapers)
Date: 2003
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