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含截断、区间观测和时变协变量的转换模型估计

Estimation of a transformation model with truncation, interval observation and time‐varying covariates

Econometrics Journal · 2010
被引 10
人大 BABS 3

中文导读

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。

Abstract

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.

计量经济学统计学转换模型截断数据区间观测