Premium
The two‐sample linear regression model with interval‐censored covariates
Author(s) -
Pacini David
Publication year - 2018
Publication title -
journal of applied econometrics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 2.878
H-Index - 99
eISSN - 1099-1255
pISSN - 0883-7252
DOI - 10.1002/jae.2654
Subject(s) - covariate , estimator , statistics , econometrics , mathematics , linear regression , interval (graph theory) , regression analysis , outcome (game theory) , sample (material) , chemistry , mathematical economics , chromatography , combinatorics
Summary 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.