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 Please use this identifier to cite or link to this item: http://hdl.handle.net/1942/21128

 Title: Current status linear regression via maximum likelihood estimation Authors: Groeneboom, PietHendrickx, Kim Issue Date: 2016 Abstract: We discuss estimators for the finite-dimensional regression parameter in the current status linear regression model. It is shown that, using a simple truncation device, one can construct $\sqrt{n}$-consistent and asymptotically normal estimates of the finite-dimensional regression parameter. We discuss the efficiency or almost efficiency of the estimators and illustrate this with a simulation study. Algorithms for computing the estimates and for selecting the bandwidth with a bootstrap method are provided. The connection with results on the binary choice model in the econometric literature is also discussed. URI: http://hdl.handle.net/1942/21128 Category: R2 Type: Working Paper Appears in Collections: Research publications

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