Estimation of Multiple Linear Regression Model with Twice-Censored Data

In this article, we propose three M-estimators for multiple regression model when response variable is subject to twice censoring. The consistency of the proposed M-estimators is established. A simulation study is conducted to investigate the performance of the proposed estimators. Furthermore, the...

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Bibliographic Details
Published inCommunications in statistics. Theory and methods Vol. 44; no. 21; pp. 4631 - 4640
Main Author Shen, Pao-Sheng
Format Journal Article
LanguageEnglish
Published Philadelphia Taylor & Francis 02.11.2015
Taylor & Francis Ltd
Subjects
Economic models
Left-censoring
M-estimators
Primary: 62N01; Secondary: 62N02
Regression analysis
Right-censoring
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ISSN0361-0926
1532-415X
DOI10.1080/03610926.2013.799689

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Summary:In this article, we propose three M-estimators for multiple regression model when response variable is subject to twice censoring. The consistency of the proposed M-estimators is established. A simulation study is conducted to investigate the performance of the proposed estimators. Furthermore, the simple bootstrap methods are used to construct interval estimators.
Bibliography:SourceType-Scholarly Journals-1
ObjectType-Feature-1
content type line 14
ISSN:0361-0926
1532-415X
DOI:10.1080/03610926.2013.799689