An EM algorithm for the heteroscedastic regression models with censored data

DOI10.1016/0165-1765(85)90134-XzbMATH Open1273.62159OpenAlexW2044278441WikidataQ126401041 ScholiaQ126401041MaRDI QIDQ375035FDOQ375035

Authors: Chihwa Kao 

Publication date: 24 October 2013

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0165-1765(85)90134-x

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Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Censored data models (62N01) Statistical methods; economic indices and measures (91B82)

Cites Work

• Linear regression with censored data
• Title not available (Why is that?)
• Nonparametric Estimation from Incomplete Observations
• Regression Analysis when the Dependent Variable Is Truncated Normal
• Estimating Regression Models with Multiplicative Heteroscedasticity
• Title not available (Why is that?)

Cited In (4)

• Global dynamics of a system governing an algorithm for regression with censored and non-censored data under general errors.
• Parameter estimation in a hierarchical random intercept model with censored response: an approach using a SEM algorithm and Gibbs sampling
• Modeling veterans' health benefit grants using the expectation maximization algorithm
• EM algorithm for maximum likelihood estimates of the parameters in censored linear regression models

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