Published by the Foundation for Open Access Statistics
Editors-in-chief: Bettina GrĂ¼n, Edzer Pebesma & Achim Zeileis    ISSN 1548-7660; CODEN JSSOBK
truncSP: An R Package for Estimation of Semi-Parametric Truncated Linear Regression Models | Karlsson | Journal of Statistical Software
Authors: Maria Karlsson, Anita Lindmark
Title: truncSP: An R Package for Estimation of Semi-Parametric Truncated Linear Regression Models
Abstract: Problems with truncated data occur in many areas, complicating estimation and inference. Regarding linear regression models, the ordinary least squares estimator is inconsistent and biased for these types of data and is therefore unsuitable for use. Alternative estimators, designed for the estimation of truncated regression models, have been developed. This paper presents the R package truncSP. The package contains functions for the estimation of semi-parametric truncated linear regression models using three different estimators: the symmetrically trimmed least squares, quadratic mode, and left truncated estimators, all of which have been shown to have good asymptotic and ?nite sample properties. The package also provides functions for the analysis of the estimated models. Data from the environmental sciences are used to illustrate the functions in the package.

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Paper: truncSP: An R Package for Estimation of Semi-Parametric Truncated Linear Regression Models     Download PDF (Downloads: 4323)
Supplements:
truncSP_1.2.2.tar.gz: R source package Download (Downloads: 242; 35KB)
v57i14.R: R example code from the paper Download (Downloads: 290; 8KB)

DOI: 10.18637/jss.v057.i14

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Paper: Creative Commons Attribution 3.0 Unported License
Code: GNU General Public License (at least one of version 2 or version 3) or a GPL-compatible license.