Estimation of a transformation model with truncation, interval observation and time‐varying covariates
From MaRDI portal
Publication:3563654
DOI10.1111/j.1368-423X.2009.00303.xzbMath1231.91378OpenAlexW3121810290MaRDI QIDQ3563654
Publication date: 1 June 2010
Published in: The Econometrics Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1368-423x.2009.00303.x
Statistical methods; economic indices and measures (91B82) Estimation in survival analysis and censored data (62N02)
Related Items (5)
Kernel estimation of hazard functions when observations have dependent and common covariates ⋮ Estimating the Derivative Function and Counterfactuals in Duration Models with Heterogeneity ⋮ Quantile regression for duration models with time-varying regressors ⋮ Estimating a semi-parametric duration model without specifying heterogeneity ⋮ Asymptotics and bootstrap for random-effects panel data transformation models
Cites Work
- Partial rank estimation of duration models with general forms of censoring
- Discrete time duration models with group-level heterogeneity
- Large computation of the maximum rank correlation estimator
- Pairwise difference estimators of censored and truncated regression models
- Quadratic mode regression
- Estimating a semi-parametric duration model without specifying heterogeneity
- Sufficient Conditions for the Consistency of Maximum Likelihood Estimation Despite Misspecification of Distribution in Multinomial Discrete Choice Models
- Trimmed Lad and Least Squares Estimation of Truncated and Censored Regression Models with Fixed Effects
- Regression Analysis of Grouped Survival Data with Application to Breast Cancer Data
- Rank estimation of a transformation model with observed truncation
- The Limiting Distribution of the Maximum Rank Correlation Estimator
This page was built for publication: Estimation of a transformation model with truncation, interval observation and time‐varying covariates
