truncSP1.2.4 package

Semi-Parametric Estimators of Truncated Regression Models

summary.stls

Summary function for objects of class "stls"

truncSP-package

Estimators of semi-parametric truncated regression models

vcov.lt

Function to obtain the variance-covariance matrix for objects of class...

vcov.qme

Function to obtain the variance-covariance matrix for objects of class...

vcov.stls

Function to obtain the variance-covariance matrix for objects of class...

fitted.lt

Function to obtain fitted values from objects of class "lt"

fitted.qme

Function to obtain fitted values from objects of class "qme"

fitted.stls

Function to obtain fitted values from objects of class "stls"

funcLT

Function to be used by boot to obtain bootstrap replicates of the para...

funcQME

Function to be used by boot to obtain bootstrap replicates of the para...

funcSTLS

Function to be used by boot to obtain bootstrap replicates of the para...

funcval.LT

LT objective function

funcval.QME

QME objective function

funcval.STLS

STLS objective function

lt-class

An S4 class for objects from the lt function

summary.stls-class

An S4 class for objects from the summary.stls function

summary.qme-class

An S4 class for objects from the summary.qme function

bootconfint

Function to obtain bootstrap confidence intervals (percentile)

coef.lt

Function to extract model coefficients for objects of class "lt"

coef.qme

Function to extract model coefficients for objects of class "qme"

coef.stls

Function to extract model coefficients for objects of class "stls"

covar.boot

Function to obtain bootstrap covariance matrix

lt.fit

Function for fitting LT

lt

Estimation of truncated regression models using the Left Truncated (LT...

mlcoef

Gives the starting coefficients from fitting a maximum likelihood mode...

print.lt

Print function for objects of class "lt"

print.qme

Print function for objects of class "qme"

print.stls

Print function for objects of class "stls"

print.summary.lt

Print function for objects of class "summary.lt"

print.summary.qme

Print function for objects of class "summary.qme"

print.summary.stls

Print function for objects of class "summary.stls"

qme-class

An S4 class for objects from the qme function

summary.qme

Summary function for objects of class "qme"

qme.fit

Function for fitting QME

qme

Estimation of truncated regression models using the Quadratic Mode Est...

residuals.lt

Function to extract model residuals from objects of class "lt"

residuals.qme

Function to extract model residuals from objects of class "stls"

residuals.stls

Function to extract model residuals from objects of class "stls"

stls-class

An S4 class for objects from the stls function

stls.fit

Function for fitting STLS

stls

Estimation of truncated regression models using the Symmetrically Trim...

summary.lt-class

An S4 class for objects from the summary.lt function

summary.lt

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>.

  • Maintainer: Anita Lindmark
  • License: GPL (>= 2)
  • Last published: 2025-09-11