Nonparametric Censored Regression - Core

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Jul 28, 1998 - The nonparametric censored regression model is y = max[c, m(x) + e], where ... the derivatives of an uncensored nonparametric regression.

COWLES FOUNDATION FOR RESEARCH IN ECONOMICS AT YALE UNIVERSITY Box 2125, Yale Station New Haven, Connecticut 06520

COWLES FOUNDATION DISCUSSION PAPER NO. 1186

Note: Cowles Foundation Discussion Papers are preliminary materials circulated to stimulate discussion and critical comment. Requests for single copies of a Paper will be filled by the Cowles Foundation within the limits of the supply. References in publications to Discussion Papers (other than mere acknowledgment by a writer that he has access to such unpublished material) should be cleared with the author to protect the tentative character of these papers.

NONPARAMETRIC CENSORED REGRESSION Arthur Lewbel and Oliver Linton July 1998

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