A note on distortions induced by truncation with applications to linear regression systems

Giovanni M. Marchetti and Elena Stanghellini

Statistics & Probability Letters, 2008, vol. 78, issue 6, 824-829

Abstract: We explore the effects of truncation on the joint distribution of the observable random variables. A general formula for the distortion induced by truncation in the least-squares coefficients is presented. The implications of our derivations are illustrated with an example.

Keywords: Conditional; independence; model; Directed; acyclic; graphs; Incidental; truncation; Selection; bias; Truncated; normal; distribution (search for similar items in EconPapers)
Date: 2008
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Citations: View citations in EconPapers (2)

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