منابع مشابه
Censored Variables and Censored Regression
A censored variable has a large fraction of observations at the minimum or maximum. Because the censored variable is not observed over its entire range ordinary estimates of the mean and variance of a censored variable will be biased. Ordinary least squares (OLS) estimates of its regression on a set of explanatory variables will also be biased. These estimates are not consistent, i.e., the bias...
متن کاملCensored Stable Processes
We present several constructions of a “censored stable process” in an open set D ⊂ R, i.e., a symmetric stable process which is not allowed to jump outside D. We address the question of whether the process will approach the boundary of D in a finite time—we give sharp conditions for such approach in terms of the stability index α and the “thickness” of the boundary. As a corollary, new results ...
متن کاملNonstationary Censored Regression
This paper considers the censored regression model under the assumption that the regressors are integrated. We show that Maximum Likelihood estimation is superconsistent and asymptotically mixed normal, implying that standard inference techniques remain valid, and that in general least squares estimation based on the positive observations only is superconsistent, but not mixed normal. An except...
متن کاملCensored Quantile Regression Redux
This vignette is a slightly modified version of Koenker (2008a). It was written in plain latex not Sweave, but all data and code for the examples described in the text are available from either the JSS website or from my webpages. Quantile regression for censored survival (duration) data offers a more flexible alternative to the Cox proportional hazard model for some applications. We describe t...
متن کاملCensored Regression Quantiles
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ژورنال
عنوان ژورنال: International Writing Program Anthology
سال: 1976
ISSN: 0021-065X,2330-0361
DOI: 10.17077/0021-065x.2027