A note on distortions induced by truncation with applications to linear regression systems
| Autor: | Giovanni M. Marchetti, Elena Stanghellini |
|---|---|
| Rok vydání: | 2008 |
| Předmět: |
Selection bias
Statistics and Probability Truncation Truncation error (numerical integration) Linear system Conditional independence model Directed acyclic graphs Incidental truncation Truncated normal distribution Combinatorics Probability theory Joint probability distribution Distortion Linear regression Applied mathematics Statistics Probability and Uncertainty Random variable Mathematics |
| Zdroj: | Statistics & Probability Letters. 78:824-829 |
| ISSN: | 0167-7152 |
| DOI: | 10.1016/j.spl.2007.09.050 |
| Popis: | We explore the effects of truncation on the joint distribution of the observable random variables. A general formula for the distortion induced by truncation in the least-squares coefficients is presented. The implications of our derivations are illustrated with an example. |
| Databáze: | OpenAIRE |
| Externí odkaz: |
|
Full Text from ScienceDirect