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Median regression model with doubly truncated data

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  • Pao-Sheng Shen

Abstract

We study the problem of fitting a heteroscedastic median regression model with doubly truncated data. A self-consistency equation is proposed to obtain an estimator. We set up a least absolute deviation estimating function. We establish the consistency and asymptotic normality for the case when covariates are discrete. The finite sample performance of the proposed estimators are investigated through simulation studies. The proposed method is illustrated using the AIDS Blood Transfusion Data.

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  • Pao-Sheng Shen, 2015. "Median regression model with doubly truncated data," Journal of Applied Statistics, Taylor & Francis Journals, vol. 42(2), pages 360-370, February.
    • Handle: RePEc:taf:japsta:v:42:y:2015:i:2:p:360-370
    DOI: 10.1080/02664763.2014.951602
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