Reference : Computational study of the error distribution in right-censored and selection-biased reg...
Scientific congresses and symposiums : Unpublished conference
Business & economic sciences : Quantitative methods in economics & management
http://hdl.handle.net/2268/89129
Computational study of the error distribution in right-censored and selection-biased regression models
English
Laurent, Géraldine mailto [Université de Liège - ULg > HEC-Ecole de gestion de l'ULg : UER > UER Opérations >]
Heuchenne, Cédric mailto [Université de Liège - ULg > HEC-Ecole de gestion de l'ULg : UER > Statistique appliquée à la gestion et à l'économie >]
18-May-2010
No
No
National
4th Annual Doctoral Workshop of the Graduate School in Statistics and Actuarial Sciences
May 18th 2010
ULg, Gembloux Agro-Bio Tech
Gembloux
Belgium
[en] Consider the regression model Y = m(X) + σ(X) Ɛ where m(X) =E [Y|X] and σ²(X) = Var [Y|X] are unknown smooth functions and the error Ɛ, with unknown distribution, is independent of X. The pair (X,Y) is subject to generalized selection bias and the response to right censoring. We construct a new estimator for the cumulative distribution function of the error Ɛ, and develop a bootstrap technique to select the smoothing parameter involved in the procedure. The estimator is studied via extended simulations and applied to real unemployment data.
http://hdl.handle.net/2268/89129

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