Please use this identifier to cite or link to this item: https://hdl.handle.net/10419/45735 
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dc.contributor.authorKarlsson, Mariaen
dc.contributor.authorCantoni, Evaen
dc.contributor.authorde Luna, Xavieren
dc.date.accessioned2010-02-22-
dc.date.accessioned2011-05-27T09:29:21Z-
dc.date.available2011-05-27T09:29:21Z-
dc.date.issued2009-
dc.identifier.urihttp://hdl.handle.net/10419/45735-
dc.description.abstractTruncation or censoring of the response variable in a regression model is a problem in many applications, e.g. when the response is insurance claims or the durations of unemployment spells. We introduce a local polynomial regression estimator which can deal with such truncated or censored responses. For this purpose, we use local versions of the STLS and SCLS estimators of Powell (1986) and the QME estimator of Lee (1993) and Laitila (2001). The asymptotic properties of our estimators, and the conditions under which they are valid, are given. In addition, a simulation study is presented to investigate the finite sample properties of our proposals.en
dc.language.isoengen
dc.publisher|aInstitute for Labour Market Policy Evaluation (IFAU) |cUppsalaen
dc.relation.ispartofseries|aWorking Paper |x2009:25en
dc.subject.jelC14en
dc.subject.ddc330en
dc.subject.keywordNon-parametric regressionen
dc.subject.keywordTruncationen
dc.subject.keywordCensoringen
dc.subject.keywordAsymptotic propertiesen
dc.subject.stwRegressionen
dc.subject.stwNichtparametrisches Verfahrenen
dc.subject.stwSchätztheorieen
dc.titleLocal polynomial regression with truncated or censored response-
dc.typeWorking Paperen
dc.identifier.ppn615288448en
dc.rightshttp://www.econstor.eu/dspace/Nutzungsbedingungenen

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