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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, Piet
Hendrickx, 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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