IDEAS home Printed from https://ideas.repec.org/a/eee/jmvana/v49y1994i2p179-201.html
   My bibliography  Save this article

Linear Regression with Censoring

Author

Listed:
  • Srinivasan, C.
  • Zhou, M.

Abstract

Koul, Susarla and Van Ryzin (1981, Ann. Statist. 9, 1276-1288) proposed a generalization of the ordinary least squares estimator in linear models with censored data. This paper uses counting processes and martingale techniques to provide a proof of the asymptotic normality of the estimator. A detailed analysis of the asymptotic variance is presented.

Suggested Citation

  • Srinivasan, C. & Zhou, M., 1994. "Linear Regression with Censoring," Journal of Multivariate Analysis, Elsevier, vol. 49(2), pages 179-201, May.
    • Handle: RePEc:eee:jmvana:v:49:y:1994:i:2:p:179-201
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0047-259X(84)71021-9
    Download Restriction: Full text for ScienceDirect subscribers only
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Cédric Heuchenne & Ingrid Keilegom, 2007. "Polynomial Regression with Censored Data based on Preliminary Nonparametric Estimation," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 59(2), pages 273-297, June.
    2. Zhou, Mai, 1999. "Regression analysis with censored data: Extensions of Koul-Susarla-Van Ryzin approach," Statistics & Probability Letters, Elsevier, vol. 41(3), pages 229-236, February.
    3. Lu, Xuewen, 2010. "Asymptotic distributions of two "synthetic data" estimators for censored single-index models," Journal of Multivariate Analysis, Elsevier, vol. 101(4), pages 999-1015, April.
    4. Vasudaven, M. & Nair, M. G. & Sithole, M. M., 1996. "On estimation for censored autoregressive data," Statistics & Probability Letters, Elsevier, vol. 31(2), pages 97-105, December.
    5. Bao, Yanchun & He, Shuyuan & Mei, Changlin, 2007. "The Koul-Susarla-Van Ryzin and weighted least squares estimates for censored linear regression model: A comparative study," Computational Statistics & Data Analysis, Elsevier, vol. 51(12), pages 6488-6497, August.
    6. Lee, Sokbae, 2008. "Estimating Panel Data Duration Models With Censored Data," Econometric Theory, Cambridge University Press, vol. 24(5), pages 1254-1276, October.
    7. Wang, Qihua, 2000. "Estimation of Linear Error-in-Covariables Models with Validation Data Under Random Censorship," Journal of Multivariate Analysis, Elsevier, vol. 74(2), pages 245-266, August.
    8. Lu, Xuewen & Burke, M.D., 2005. "Censored multiple regression by the method of average derivatives," Journal of Multivariate Analysis, Elsevier, vol. 95(1), pages 182-205, July.
    9. C. Radhakrishna Rao & L. Zhao, 1995. "Recent contributions to censored regression models," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 42(1), pages 203-213, December.
    10. Gutknecht, Daniel, 2011. "Nonclassical Measurement Error in a Nonlinear (Duration) Model," Economic Research Papers 270763, University of Warwick - Department of Economics.
    11. Lu, Xuewen & Cheng, Tsung-Lin, 2007. "Randomly censored partially linear single-index models," Journal of Multivariate Analysis, Elsevier, vol. 98(10), pages 1895-1922, November.
    12. Gensheng Qin & Bing-Yi Jing, 2003. "Edgeworth expansion in censored linear regression model," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 55(3), pages 597-617, September.
    13. Wanrong Liu & Xuewen Lu, 2009. "Weighted least squares method for censored linear models," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 21(7), pages 787-799.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:jmvana:v:49:y:1994:i:2:p:179-201. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.