删失响应变量回归中估计量的比较

A Comparison of Estimators for Regression with a Censored Response Variable

Biometrika · 1990
被引 4
ABS 4

中文导读

比较了响应变量被删失时线性回归的几种参数估计方法,发现Buckley和James(1979)的估计量更优,并分析了回归强度、删失变量分布和斜率大小对估计量相对表现的影响。

Abstract

Several methods of estimating parameters in a linear regression when the response variable is censored are compared. The estimator of Buckley & James (1979) is preferred. Further, it is shown that the strength of the regression, the support and distribution of the censoring variable, and the magnitude of the slope all have an effect on the relative performance of the estimators.

计量经济学回归分析删失数据估计方法