The Product-Moment Correlation Coefficient and Linear Regression for Truncated Data
DOI10.2307/2291736zbMATH Open0882.62054OpenAlexW4251363144MaRDI QIDQ4366016FDOQ4366016
Authors: Chen-Hsin Chen, Wei-Yann Tsai, Wei-Hsiung Chao
Publication date: 18 February 1998
Full work available at URL: https://doi.org/10.2307/2291736
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least-squaresquasi-independencerandom truncationtruncated regressionPearson product-moment correlation coefficient
Density estimation (62G07) Linear regression; mixed models (62J05) Measures of association (correlation, canonical correlation, etc.) (62H20)
Cited In (15)
- A weighted quantile regression for left-truncated and right-censored data
- Permutation tests for general dependent truncation
- A weighted quantile regression for randomly truncated data
- Testing Independence Under Biased Sampling
- Testing quasi-independence for doubly truncated data
- Bivariate density estimation with randomly truncated data.
- An algorithm for estimating survival under a copula-based dependent truncation model
- Nonparametric maximum likelihood estimation for dependent truncation data based on copulas
- Semiparametric inference for an accelerated failure time model with dependent truncation
- Testing quasi-independence for truncation data
- Applied regression analysis bibliography update 1994-97
- Asymptotic conditional correlation coefficients for truncated data
- Fitting mixed-effects models when data are left truncated
- Multivariate normal distribution approaches for dependently truncated data
- A goodness-of-fit test for parametric models based on dependently truncated data
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