The two‐sample linear regression model with interval‐censored covariates

David Pacini

Journal of Applied Econometrics, 2019, vol. 34, issue 1, 66-81

Abstract: There are surveys that gather precise information on an outcome of interest, but measure continuous covariates by a discrete number of intervals, in which case the covariates are interval censored. For applications with a second independent dataset precisely measuring the covariates, but not the outcome, this paper introduces a semiparametrically efficient estimator for the coefficients in a linear regression model. The second sample serves to establish point identification. An empirical application investigating the relationship between income and body mass index illustrates the use of the estimator.

Date: 2019
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