truncSP: An R Package for Estimation of Semi-Parametric Truncated Linear Regression Models

Maria Karlsson and Anita Lindmark

Journal of Statistical Software, 2014, vol. 057, issue i14

Abstract: Problems with truncated data occur in many areas, complicating estimation and inference. Regarding linear regression models, the ordinary least squares estimator is inconsistent and biased for these types of data and is therefore unsuitable for use. Alternative estimators, designed for the estimation of truncated regression models, have been developed. This paper presents the R package truncSP. The package contains functions for the estimation of semi-parametric truncated linear regression models using three different estimators: the symmetrically trimmed least squares, quadratic mode, and left truncated estimators, all of which have been shown to have good asymptotic and finite sample properties. The package also provides functions for the analysis of the estimated models. Data from the environmental sciences are used to illustrate the functions in the package.

Date: 2014-05-06
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Persistent link: https://EconPapers.repec.org/RePEc:jss:jstsof:v:057:i14

DOI: 10.18637/jss.v057.i14

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