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An Approximation of Logarithmic Functions In the Regression Setting -- An application to the Inter-generational mobility study

作者: 发布时间:2014-11-25 点击数:
主讲人: Tao Chen
主讲人简介:

Assistant Professor of Economics, University of Waterloo 

主持人:
讲座简介:
The abstract is: We consider a method of moments approach for dealing with censoring at zero for data expressed in levels when researchers would like to take logarithms. A Box–Cox transformation is employed. We explore this approach in the context of linear regression where both dependent and independent variables are censored. We contrast this method to two others, (1) dropping records of data containing censored values and (2) assuming normality for censored observations and the residuals in the model. Across the methods considered, where researchers are interested primarily in the slope parameter, estimation bias is consistently reduced using the method of moments approach.
时间:2014-11-25(星期二)16:30-18:00
地点:N303 经济楼/Economics Building
讲座语言:English
主办单位:WISE-SOE
承办单位:
期数:威尼斯37266高级计量经济学与统计学系列讲座2014秋季学期第五讲(总第49讲)
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