Estimation of a transformation model with truncation, interval observation and time‐varying covariates
扩展了Abrevaya (1999b)的转换模型,允许因变量为离散观测且解释变量为分段常数时变,并采用配对比较法进行估计,适用于处理复杂截断和区间数据。
Abrevaya (1999b) considered estimation of a transformation model in the presence of left truncation. This paper observes that a cross‐sectional version of the statistical model considered in Frederiksen et al. (2007) is a generalization of the model considered by Abrevaya (1999b) and the generalized model can be estimated by a pairwise comparison version of one of the estimators in Frederiksen et al. (2007). Specifically, our generalization will allow for discretized observations of the dependent variable and for piecewise constant time‐varying explanatory variables.