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The two‐sample linear regression model with interval‐censored covariates

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  • David Pacini

Abstract

There are surveys that gather precise information on an outcome of interest, but measure continuous covariates by a discrete number of intervals, in which case the covariates are interval censored. For applications with a second independent dataset precisely measuring the covariates, but not the outcome, this paper introduces a semiparametrically efficient estimator for the coefficients in a linear regression model. The second sample serves to establish point identification. An empirical application investigating the relationship between income and body mass index illustrates the use of the estimator.

Suggested Citation

  • David Pacini, 2019. "The two‐sample linear regression model with interval‐censored covariates," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 34(1), pages 66-81, January.
    • Handle: RePEc:wly:japmet:v:34:y:2019:i:1:p:66-81
    DOI: 10.1002/jae.2654
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    Cited by:

    1. Buchinsky, Moshe & Li, Fanghua & Liao, Zhipeng, 2022. "Estimation and inference of semiparametric models using data from several sources," Journal of Econometrics, Elsevier, vol. 226(1), pages 80-103.

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    1. The Two-Sample Linear Regression Model with Interval-Censored Covariates (Journal of Applied Econometrics 2019) in ReplicationWiki

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