Semi-Parametric Estimators of Truncated Regression Models
Summary function for objects of class "stls"
Estimators of semi-parametric truncated regression models
Function to obtain the variance-covariance matrix for objects of class...
Function to obtain the variance-covariance matrix for objects of class...
Function to obtain the variance-covariance matrix for objects of class...
Function to obtain fitted values from objects of class "lt"
Function to obtain fitted values from objects of class "qme"
Function to obtain fitted values from objects of class "stls"
Function to be used by boot to obtain bootstrap replicates of the para...
Function to be used by boot to obtain bootstrap replicates of the para...
Function to be used by boot to obtain bootstrap replicates of the para...
LT objective function
QME objective function
STLS objective function
An S4 class for objects from the lt function
An S4 class for objects from the summary.stls function
An S4 class for objects from the summary.qme function
Function to obtain bootstrap confidence intervals (percentile)
Function to extract model coefficients for objects of class "lt"
Function to extract model coefficients for objects of class "qme"
Function to extract model coefficients for objects of class "stls"
Function to obtain bootstrap covariance matrix
Function for fitting LT
Estimation of truncated regression models using the Left Truncated (LT...
Gives the starting coefficients from fitting a maximum likelihood mode...
Print function for objects of class "lt"
Print function for objects of class "qme"
Print function for objects of class "stls"
Print function for objects of class "summary.lt"
Print function for objects of class "summary.qme"
Print function for objects of class "summary.stls"
An S4 class for objects from the qme function
Summary function for objects of class "qme"
Function for fitting QME
Estimation of truncated regression models using the Quadratic Mode Est...
Function to extract model residuals from objects of class "lt"
Function to extract model residuals from objects of class "stls"
Function to extract model residuals from objects of class "stls"
An S4 class for objects from the stls function
Function for fitting STLS
Estimation of truncated regression models using the Symmetrically Trim...
An S4 class for objects from the summary.lt function
Summary function for objects of class "lt"
Estimators for semi-parametric linear regression models with truncated response variables (fixed truncation point). The estimators implemented are the Symmetrically Trimmed Least Squares (STLS) estimator introduced by Powell (1986) <doi:10.2307/1914308>, the Quadratic Mode (QME) estimator introduced by Lee (1993) <doi:10.1016/0304-4076(93)90056-B>, and the Left Truncated (LT) estimator introduced by Karlsson (2006) <doi:10.1007/s00184-005-0023-x>.