The estimation of empirical models is essential to public policy analysis and social science research. Ordinary Least Squares (OLS) regression analysis is the most frequently used empirical model, and ...
The LIFEREG procedure in SAS/STAT software fits parametric models to failure time or other kinds of duration data that may be right-, left-, or interval-censored. The models for the response variable ...
Estimation of limited dependent variable models with dependent observations has received relatively little attention due to the computational complexity of the maximum likelihood estimator. We develop ...
High-breakdown-point regression estimators protect against large errors and data contamination. We generalize the concept of trimming used by many of these robust estimators, such as the least trimmed ...