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truncSP: Semi-parametric estimators of truncated regression models. R package version 1.1
Umeå University, Faculty of Social Sciences, Umeå School of Business and Economics (USBE), Statistics.
Umeå University, Faculty of Social Sciences, Umeå School of Business and Economics (USBE), Statistics.
2011 (English)Other (Other academic)
Abstract [en]

An R-package with functions for estimation of semi-parametric linear regression models with truncated response variables (fixed truncation point). Estimation using the Symmetrically Trimmed Least Squares (STLS) estimator (Powell 1986), Quadratic Mode (QME) estimator (Lee 1993) and Left Truncated (LT) estimator (Karlsson 2006).

Place, publisher, year, pages
2011.
National Category
Probability Theory and Statistics
Research subject
Statistics
Identifiers
URN: urn:nbn:se:umu:diva-64405OAI: oai:DiVA.org:umu-64405DiVA: diva2:601023
Available from: 2013-01-28 Created: 2013-01-28 Last updated: 2013-09-10Bibliographically approved

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http://cran.r-project.org/package=truncSP

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CiteExportLink to record
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