Sharpness in randomly censored linear models

C-Tier
Journal: Economics Letters
Year: 2011
Volume: 113
Issue: 1
Pages: 23-25

Score contribution per author:

0.335 = (α=2.01 / 3 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

This work proves that inferences on parameter vectors based on moment inequalities typically used in linear models with outcome censoring are sharp, i.e., they exhaust all the information in the data and the model. This holds for fixed and randomly censored linear models under median independence where the censoring can be endogenous.

Technical Details

RePEc Handle
repec:eee:ecolet:v:113:y:2011:i:1:p:23-25
Journal Field
General
Author Count
3
Added to Database
2026-01-25