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Publication - Dr David Pacini

    The Two-Sample Linear Regression Model with Interval-Censored Covariates


    Pacini, D, 2018, ‘The Two-Sample Linear Regression Model with Interval-Censored Covariates’. Journal of Applied Econometrics.


    There are surveys that gather precise information on an outcome of interest, but measure continuous covariates by a discrete number of intervals, in which case the covariates are interval-censored. For applications with a second independent dataset precisely measuring the covariates, but not the outcome, this paper introduces a semiparametrically efficient estimator for the coefficients in a linear regression model. The second sample serves to establish point identification. An empirical application investigating the relationship between income and body mass index illustrates the use of the estimator.

    Full details in the University publications repository