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Estimation of a Transformation Model with Truncation, Interval Observation and Time-Varying Covariates

Bo E. Honore
Princeton University - Department of Economics

Luojia Hu
Federal Reserve Bank of Chicago; Institute for the Study of Labor (IZA); Northwestern University - Department of Economics

November 2008

Abstract:
Abrevaya (1999b) considered estimation of a transformation model in the presence of left-truncation. This paper observes that a cross-sectional version of the statistical model considered in Frederiksen, Honore, and Hu (2007) is a generalization of the model considered by Abrevaya (1999b) and the generalized model can be estimated by a pairwise comparison version of one of the estimators in Frederiksen, Honore, and Hu (2007). Specifically, our generalization will allow for discretized observations of the dependent variable and for piecewise constant time-varying explanatory variables.

Keywords: Transformation Models, Truncation, Censoring, Time-Varying Covariates

JEL Classifications: C20, C23, C41

Working Paper Series

Date posted: December 29, 2008 ; Last revised: December 29, 2008

Suggested Citation

Honore, Bo E. and Hu, Luojia, Estimation of a Transformation Model with Truncation, Interval Observation and Time-Varying Covariates (November 2008). Available at SSRN: http://ssrn.com/abstract=1319433

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Contact Information

Bo E. Honore (Contact Author) Princeton University - Department of Economics ( email ) Princeton, NJ 08544-1021 United States
Luojia Hu Federal Reserve Bank of Chicago ( email ) 230 South LaSalle Street Chicago, IL 60604 United States
Institute for the Study of Labor (IZA) P.O. Box 7240 D-53072 Bonn Germany
Northwestern University - Department of Economics ( email ) 2003 Sheridan Road Evanston, IL 60208 United States

Abstract

References (13)

Date posted: December 29, 2008 ; Last revised: December 29, 2008

Suggested Citation

Contact Information

Bo E. Honore (Contact Author)

Luojia Hu