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Nonparametric Estimation of a Survivor Function with Across-Interval-Censored Data

Mark An () and Roberto Ayala ()

No 96-02, Working Papers from Duke University, Department of Economics

Abstract: In this paper we present a a generalized self-consistent algorithm that estimates a survivor function with across-interval- censored data. This algorithm is an iterative procedure based on Turnbull's (1974) reallocation idea. At each step of the iteration, the procedure first reduces the across-interval-censored problem to a singly-censored one, and then it applies the Kaplan-Meier estimation method. The main result of this paper is that our algorithm produces the maximum likelihood estimate. Unlike Turnbull (1974, 1976), we explicitly discuss situations in which corner solutions are encountered. The investigation is motivated from environmental economics where data from contingent valuation surveys are often used to nonparametrically estimate the willingness to pay distribution. In this estimation, the algorithm of Turnbull (1974, 1976) plays an instrumental role. However, there is a data grouping mechanism found in some contingent valuation surveys to which Turnbull's method does not apply. We refer to these cases as distinct bids and mixed bids, where across-interval-censored observations are common.

JEL-codes: C14 C24 Q26 (search for similar items in EconPapers)
Date: 1996
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