Laplace approximations for censored linear regression models

George D. Papandonatos; Seymour Geisser

doi:10.2307/3315783

Laplace approximations for censored linear regression models

Canadian Journal of Statistics ◽

10.2307/3315783 ◽

1997 ◽

Vol 25 (3) ◽

pp. 337-358 ◽

Cited By ~ 2

Author(s):

George D. Papandonatos ◽

Seymour Geisser

Keyword(s):

Linear Regression ◽

Regression Models ◽

Linear Regression Models ◽

Censored Linear Regression

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The asymptotic efficiency of semiparametric estimators for censored linear regression models

Empirical Economics ◽

10.1007/bf01972444 ◽

1988 ◽

Vol 13 (3-4) ◽

pp. 123-140 ◽

Cited By ~ 5

Author(s):

J. L. Horowitz

Keyword(s):

Linear Regression ◽

Regression Models ◽

Asymptotic Efficiency ◽

Linear Regression Models ◽

Semiparametric Estimators ◽

Censored Linear Regression

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Robust Inferences for Covariate Effects on Survival Time with Censored Linear Regression Models

Statistics in Biosciences ◽

10.1007/s12561-009-9002-5 ◽

2009 ◽

Vol 1 (1) ◽

pp. 50-64 ◽

Cited By ~ 2

Author(s):

Larry F. León ◽

Tianxi Cai ◽

L. J. Wei

Keyword(s):

Linear Regression ◽

Survival Time ◽

Regression Models ◽

Linear Regression Models ◽

Covariate Effects ◽

Censored Linear Regression

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Model checking techniques for assessing functional form specifications in censored linear regression models

Statistica Sinica ◽

10.5705/ss.2010.109 ◽

2012 ◽

Vol 22 (2) ◽

Author(s):

Larry Leon ◽

Tianxi Cai

Keyword(s):

Linear Regression ◽

Model Checking ◽

Regression Models ◽

Functional Form ◽

Linear Regression Models ◽

Censored Linear Regression

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Likelihood-based inference for censored linear regression models with scale mixtures of skew-normal distributions

Journal of Applied Statistics ◽

10.1080/02664763.2017.1408788 ◽

2017 ◽

Vol 45 (11) ◽

pp. 2039-2066 ◽

Cited By ~ 2

Author(s):

Thalita do Bem Mattos ◽

Aldo M. Garay ◽

Victor H. Lachos

Keyword(s):

Linear Regression ◽

Regression Models ◽

Linear Regression Models ◽

Normal Distributions ◽

Scale Mixtures ◽

Censored Linear Regression ◽

Skew Normal Distributions ◽

Skew Normal

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The dantzig selector for censored linear regression models

Statistica Sinica ◽

10.5705/ss.2011.220 ◽

2013 ◽

Cited By ~ 1

Author(s):

Yi Li ◽

Lee Dicker ◽

Sihai Dave Zhao

Keyword(s):

Linear Regression ◽

Regression Models ◽

Linear Regression Models ◽

Dantzig Selector ◽

Censored Linear Regression

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Bayesian analysis of censored linear regression models with scale mixtures of skew-normal distributions

Statistics and Its Interface ◽

10.4310/sii.2017.v10.n3.a7 ◽

2017 ◽

Vol 10 (3) ◽

pp. 425-439 ◽

Cited By ~ 4

Author(s):

Monique B. Massuia ◽

Aldo M. Garay ◽

Celso R. B. Cabral ◽

V. H. Lachos

Keyword(s):

Linear Regression ◽

Bayesian Analysis ◽

Regression Models ◽

Linear Regression Models ◽

Normal Distributions ◽

Scale Mixtures ◽

Censored Linear Regression ◽

Skew Normal Distributions ◽

Skew Normal

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SEMIPARAMETRIC EFFICIENCY FOR CENSORED LINEAR REGRESSION MODELS WITH HETEROSKEDASTIC ERRORS

Econometric Theory ◽

10.1017/s0266466617000044 ◽

2017 ◽

Vol 34 (1) ◽

pp. 228-245

Author(s):

Tao Chen

Keyword(s):

Linear Regression ◽

Regression Models ◽

Linear Regression Models ◽

Semiparametric Efficiency ◽

Simplified Approach ◽

Partially Linear ◽

Finite Dimensional ◽

Dimensional Parameters ◽

Censored Linear Regression ◽

Semiparametric Efficiency Bound

Using a simplified approach developed by Severini and Tripathi (2001), we calculate the semiparametric efficiency bound for the finite-dimensional parameters of censored linear regression models with heteroskedastic errors. Under an additional identification at infinity type assumption, we propose an efficient estimator based on a novel result from Lewbel and Linton (2002). An extension to censored partially linear single-index models is also presented.

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