Median regression model with left truncated and right censored data |
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Authors: | Pao-sheng Shen |
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Affiliation: | Department of Statistics, Tunghai University, Taichung 40704, Taiwan |
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Abstract: | We study the problem of fitting a heteroscedastic median regression model from left-truncated and right-censored data. It is demonstrated that the adapted Efron's self-consistency equation of McKeague et al. (2001) can be extended to analyze left-truncated and right-censored data. We evaluate the finite sample performance of the proposed estimators through simulation studies. |
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Keywords: | Least absolute deviation Martingale Heteroscedastic Left truncation |
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