truncSP (Q38724)
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Semi-Parametric Estimators of Truncated Regression Models
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | truncSP |
Semi-Parametric Estimators of Truncated Regression Models |
Statements
expanded from: GPL (≥ 2) (English)
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11 September 2025
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Maria Karlsson
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Estimators for semi-parametric linear regression models with truncated response variables (fixed truncation point). The estimators implemented are the Symmetrically Trimmed Least Squares (STLS) estimator introduced by Powell (1986) <doi:10.2307/1914308>, the Quadratic Mode (QME) estimator introduced by Lee (1993) <doi:10.1016/0304-4076(93)90056-B>, and the Left Truncated (LT) estimator introduced by Karlsson (2006) <doi:10.1007/s00184-005-0023-x>.
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Identifiers
10 January 2021
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