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Volumn 78, Issue 6, 2008, Pages 824-829

A note on distortions induced by truncation with applications to linear regression systems

Author keywords

Conditional independence model; Directed acyclic graphs; Incidental truncation; Selection bias; Truncated normal distribution

Indexed keywords


EID: 40749094508     PISSN: 01677152     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.spl.2007.09.050     Document Type: Article
Times cited : (4)

References (13)
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    • The omission or addition of an independent variate in multiple linear regression
    • Cochran W.G. The omission or addition of an independent variate in multiple linear regression. J. Roy. Statist. Soc. 5 suppl. (1938) 171-176
    • (1938) J. Roy. Statist. Soc. , vol.5 , Issue.SUPPL , pp. 171-176
    • Cochran, W.G.1
  • 4
    • 40749130292 scopus 로고
    • Cumulants of truncated multinormal distributions
    • Finney D.J. Cumulants of truncated multinormal distributions. J. Roy. Statist. Soc. Ser. B 24 (1962) 535-536
    • (1962) J. Roy. Statist. Soc. Ser. B , vol.24 , pp. 535-536
    • Finney, D.J.1
  • 5
    • 28144458045 scopus 로고
    • Linear regression after selection
    • Goldberger A.S. Linear regression after selection. J. Econometrics 15 (1981) 357-366
    • (1981) J. Econometrics , vol.15 , pp. 357-366
    • Goldberger, A.S.1
  • 6
    • 0000125534 scopus 로고
    • Sample bias as a specification error
    • Heckman J.J. Sample bias as a specification error. Econometrica 47 (1979) 153-161
    • (1979) Econometrica , vol.47 , pp. 153-161
    • Heckman, J.J.1
  • 11
    • 0000735595 scopus 로고
    • The moment generating function of the truncated multi-normal distribution
    • Tallis G.M. The moment generating function of the truncated multi-normal distribution. J. Roy. Statist. Soc. Ser. B 23 (1961) 223-229
    • (1961) J. Roy. Statist. Soc. Ser. B , vol.23 , pp. 223-229
    • Tallis, G.M.1
  • 12
    • 0001703017 scopus 로고    scopus 로고
    • Estimating models with sample selection bias: a survey
    • Vella F. Estimating models with sample selection bias: a survey. J. Human Resources 1 (1998) 127-169
    • (1998) J. Human Resources , vol.1 , pp. 127-169
    • Vella, F.1
  • 13
    • 3543047348 scopus 로고    scopus 로고
    • Joint response graphs and separation induced by triangular systems
    • Wermuth N., and Cox D.R. Joint response graphs and separation induced by triangular systems. J. Roy. Statist. Soc. Ser. B 66 (2004) 686-717
    • (2004) J. Roy. Statist. Soc. Ser. B , vol.66 , pp. 686-717
    • Wermuth, N.1    Cox, D.R.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.