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Median Unbiasedness of Estimators of Panel Data Censored Regression Models

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  • Campbell, Jeffrey R.
  • Honoré, Bo E.

Abstract

This note proves that the estimator of panel data censored regression models proposed in Honoré [2] is median unbiased when only one parameter is estimated. This result is obtained without parametric assumptions about the distribution of the error terms.

Suggested Citation

  • Campbell, Jeffrey R. & Honoré, Bo E., 1993. "Median Unbiasedness of Estimators of Panel Data Censored Regression Models," Econometric Theory, Cambridge University Press, vol. 9(3), pages 499-503, June.
    • Handle: RePEc:cup:etheor:v:9:y:1993:i:03:p:499-503_00
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    Cited by:

    1. P. Čížek & S. Sadikoglu, 2018. "Bias-corrected quantile regression estimation of censored regression models," Statistical Papers, Springer, vol. 59(1), pages 215-247, March.
    2. Kalwij, Adriaan S., 2003. "A maximum likelihood estimator based on first differences for a panel data Tobit model with individual specific effects," Economics Letters, Elsevier, vol. 81(2), pages 165-172, November.

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