Estimation of Multiple Linear Regression Model with Twice-Censored Data

Abstract

In this article, we propose three M-estimators for multiple regression model when response variable is subject to twice censoring. The consistency of the proposed M-estimators is established. A simulation study is conducted to investigate the performance of the proposed estimators. Furthermore, the simple bootstrap methods are used to construct interval estimators.

Keywords:

• Left-censoring
• M-estimators
• Right-censoring.

Mathematics Subject Classification:

• Primary: 62N01; Secondary: 62N02