区间删失协变量的两样本线性回归模型

The two‐sample linear regression model with interval‐censored covariates

Journal of Applied Econometrics · 2018
被引 5
人大 AABS 3

中文导读

针对协变量为区间删失数据、但存在第二个独立样本精确测量协变量的情况,提出一种半参数有效估计量,用于线性回归模型的系数估计,并以收入与身体质量指数的关系为例展示其应用。

Abstract

Summary There are surveys that gather precise information on an outcome of interest, but measure continuous covariates by a discrete number of intervals, in which case the covariates are interval censored . For applications with a second independent dataset precisely measuring the covariates, but not the outcome, this paper introduces a semiparametrically efficient estimator for the coefficients in a linear regression model. The second sample serves to establish point identification. An empirical application investigating the relationship between income and body mass index illustrates the use of the estimator.

区间删失协变量两样本线性回归半参数有效估计收入与身体质量指数