What you always wanted to know about censoring but never dared to ask
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- Wendelin Schnedler, 2003. "What you always wanted to know about censoring but never dared to ask," The Centre for Market and Public Organisation 03/082, The Centre for Market and Public Organisation, University of Bristol, UK.
References listed on IDEAS
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- Nelson, Forrest D., 1977. "Censored regression models with unobserved, stochastic censoring thresholds," Journal of Econometrics, Elsevier, vol. 6(3), pages 309-327, November.
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More about this item
Keywords
Censored variables; M-estimation; Multivariate methods; Random censoring; generalised likelihood;All these keywords.
JEL classification:
- C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
- C24 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Truncated and Censored Models; Switching Regression Models; Threshold Regression Models
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