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

26 Pages Posted: 29 Dec 2008

See all articles by Bo E. Honoré

Bo E. Honoré

Princeton University - Department of Economics

Luojia Hu

Federal Reserve Bank of Chicago

Multiple version iconThere are 2 versions of this paper

Date Written: 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 Classification: C20, C23, C41

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: https://ssrn.com/abstract=1319433 or http://dx.doi.org/10.2139/ssrn.1319433

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

Do you have a job opening that you would like to promote on SSRN?

Paper statistics

Downloads
216
Abstract Views
1,327
rank
161,282
PlumX Metrics