On Least Squares Estimation when the Dependent Variable is Grouped

DOI10.2307/2297773zbMath0514.62072OpenAlexW3023701642MaRDI QIDQ3660709

Mark B. Stewart

Publication date: 1983

Published in: The Review of Economic Studies (Search for Journal in Brave)

Full work available at URL: http://arks.princeton.edu/ark:/88435/dsp01j9602061c

zbMATH Keywords

asymptotic biasmaximum likelihood estimatormoment estimatorleast squares estimationgrouped variablestwo-step estimator

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Linear regression; mixed models (62J05)

Related Items (13)

Maximum likelihood estimation of limited and discrete dependent variable models with nested random effects ⋮ Residual analysis in the grouped and censored normal linear model ⋮ A note on sequential ML estimates and their asymptotic covariances ⋮ Estimation of a flexible simple linear model for interval data based on set arithmetic ⋮ Grouped poisson regression models: theory and an application to public house visit frequency ⋮ Female athletic participation and income: evidence from a latent class model ⋮ Imputing a continuous income variable from grouped and missing income observations ⋮ Median regression for ordered discrete response ⋮ Hierarchical mean and covariance structure models ⋮ Imputing a continuous income variable from grouped and missing income observations ⋮ Two-stage estimation of structural labor supply parameters using interval data from the 1971 Canadian census ⋮ On the computation of semiparametric estimates in limited dependent variable models ⋮ Score tests for zero covariances in recursive linear models for grouped or censored data

Uses Software

• AS 139

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