Abstract
Estimators of parameters in semi-parametric left truncated and right censored regression models are proposed. In contrast to the majority of existing estimators, the proposed estimators do not require the error term of the regression model to have a symmetric distribution. In addition the estimators use asymmetric “trimming” of observations. Consistency and asymptotic normality of the estimators are shown. Finite sample properties are considered in a small simulation study. For the left truncated case, an empirical application illustrates the usefulness of the estimator.
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Karlsson, M. Estimators of Regression Parameters for Truncated and Censored Data. Metrika 63, 329–341 (2006). https://doi.org/10.1007/s00184-005-0023-x
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DOI: https://doi.org/10.1007/s00184-005-0023-x