Non-parametric maximum likelihood estimation of censored regression models

DOI10.1016/0304-4076(86)90011-4zbMATH Open0604.62034OpenAlexW1988896174MaRDI QIDQ1083147FDOQ1083147

Authors: B. George 

Publication date: 1986

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4076(86)90011-4

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zbMATH Keywords

asymptotic normalityconsistencyconsistent estimatorMonte Carlo experimentsrelative efficiencycensored linear regression modelmajorizing regression vectornon-parametric likelihood functionalPowell's least absolute deviations

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Linear regression; mixed models (62J05) Applications of statistics to economics (62P20)

Cites Work

• Estimation of Relationships for Limited Dependent Variables
• Least absolute deviations estimation for the censored regression model
• Linear regression with censored data
• Censored regression models with unobserved, stochastic censoring thresholds
• Nonparametric Estimation from Incomplete Observations
• Regression Analysis when the Dependent Variable Is Truncated Normal
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• Robust Statistics
• Consistency of the Maximum Likelihood Estimator in the Presence of Infinitely Many Incidental Parameters
• Sample Selection Bias as a Specification Error
• Distributional Tests for Selectivity Bias and a More Robust Likelihood Estimator
• Regression with censored data
• Asymptotic Properties of Maximum Likelihood Estimators for the Independent Not Identically Distributed Case
• Karhunen-Loeve Analysis of Historical Time Series With an Application to Plantation Births in Jamaica
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• Note on the Consistency of the Maximum Likelihood Estimate
• Regression analysis with randomly right-censored data
• A large sample study of the life table and product limit estimates under random censorship
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• Towards a unified definition of maximum likelihood
• An Investigation of the Robustness of the Tobit Estimator to Non-Normality
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• The Estimation of Probability Densities and Cumulatives by Fourier Series Methods
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• Least squares regression with censored data
• Asymptotic optimality of the product limit estimator
• A Monte Carlo comparison of estimators for censored regression models
• A Test for Misspecification in the Censored Normal Model

Cited In (24)

• Quantile regression under random censoring.
• Nonparametric Estimation of the Multivariate Distribution Function in a Censored Regression Model with Applications
• Nonparametric Identification and Estimation of a Censored Location-Scale Regression Model
• Nonparametric model checks in censored regression
• Randomly censored partially linear single-index models
• Modified maximum likelihood estimator under the Jones and Faddy's skew t-error distribution for censored regression model
• Nonparametric regression with filtered data
• Semiparametric estimation of employment duration models
• Pairwise difference estimators of censored and truncated regression models
• Title not available (Why is that?)
• Title not available (Why is that?)
• Nonparametric Estimation under Censoring and Passive Registration
• Partially Adaptive Estimation of the Censored Regression Model
• Estimation of Type 3 Tobit models using symmetric trimming and pairwise comparisons
• A semi-parametric censored regression estimator
• Likelihood Estimation for Censored Random Vectors
• A necessary and sufficient condition for justifying non-parametric likelihood with censored data
• Recent contributions to censored regression models
• A comparison of semi-parametric and partially adaptive estimators of the censored regression model with possibly skewed and leptokurtic error distributions
• Censored multiple regression by the method of average derivatives
• Nonparametric estimation of regression parameters from censored data with a discrete covariate
• Consistency of the NPML Estimator in the Right-Censored Transformation Model
• Estimation in nonparametric location-scale regression models with censored data
• Estimating censored regression models in the presence of nonparametric multiplicative hetero\-skedasticity.

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