Median regression model with doubly truncated data

Pao-Sheng Shen

Journal of Applied Statistics, 2015, vol. 42, issue 2, 360-370

Abstract: We study the problem of fitting a heteroscedastic median regression model with doubly truncated data. A self-consistency equation is proposed to obtain an estimator. We set up a least absolute deviation estimating function. We establish the consistency and asymptotic normality for the case when covariates are discrete. The finite sample performance of the proposed estimators are investigated through simulation studies. The proposed method is illustrated using the AIDS Blood Transfusion Data.

Date: 2015
References: Add references at CitEc
Citations:

Downloads: (external link)
http://hdl.handle.net/10.1080/02664763.2014.951602 (text/html)
Access to full text is restricted to subscribers.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:taf:japsta:v:42:y:2015:i:2:p:360-370

Ordering information: This journal article can be ordered from
http://www.tandfonline.com/pricing/journal/CJAS20

DOI: 10.1080/02664763.2014.951602

Access Statistics for this article

Journal of Applied Statistics is currently edited by Robert Aykroyd

More articles in Journal of Applied Statistics from Taylor & Francis Journals
Bibliographic data for series maintained by Chris Longhurst ().