Econometrica: Jul 1980, Volume 48, Issue 5
Approximating a Truncated Normal Regression with the Method of Moments
Randall J. OlsenA simple method for approximating the maximum likelihood solution to the truncated normal regression model is suggested. This approximation uses the results from a linear regression and a table of conversion factors which is produced here. The approximation is quite accurate and compares favorably with Amemiya's estimator.
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