Estimation of Multiple Linear Regression Model with Twice-Censored Data

Pao-Sheng Shen

Communications in Statistics - Theory and Methods, 2015, vol. 44, issue 21, 4631-4640

Abstract: In this article, we propose three M-estimators for multiple regression model when response variable is subject to twice censoring. The consistency of the proposed M-estimators is established. A simulation study is conducted to investigate the performance of the proposed estimators. Furthermore, the simple bootstrap methods are used to construct interval estimators.

Date: 2015
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DOI: 10.1080/03610926.2013.799689

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