A note on partial identification of regression parameters in regression with interval-valued dependent variable
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216208%3A11320%2F18%3A10382892" target="_blank" >RIV/00216208:11320/18:10382892 - isvavai.cz</a>
Alternative codes found
RIV/61384399:31140/18:00052452
Result on the web
<a href="http://dx.doi.org/10.1007/978-3-030-00350-0_5" target="_blank" >http://dx.doi.org/10.1007/978-3-030-00350-0_5</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.1007/978-3-030-00350-0_5" target="_blank" >10.1007/978-3-030-00350-0_5</a>
Alternative languages
Result language
angličtina
Original language name
A note on partial identification of regression parameters in regression with interval-valued dependent variable
Original language description
We consider linear regression where the dependent variable is unobservable. Instead we can observe only an upper and lower bound. In this setup, the regression parameters need not be consistently estimable. We make certain stochastic assumptions, as weak as possible, on the random process generating the observable intervals and derive tight bounds for the regression parameters. The bounds are consistently estimable and the estimators are functions of the observable quantities only. We also restate the result in terms of set-estimators for regression models with interval-valued data.
Czech name
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Czech description
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Classification
Type
D - Article in proceedings
CEP classification
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OECD FORD branch
10103 - Statistics and probability
Result continuities
Project
Result was created during the realization of more than one project. More information in the Projects tab.
Continuities
P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)
Others
Publication year
2018
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Article name in the collection
Communications in Computer and Information Science
ISBN
978-3-030-00349-4
ISSN
1865-0929
e-ISSN
neuvedeno
Number of pages
11
Pages from-to
55-65
Publisher name
SPRINGER
Place of publication
Switzerland
Event location
Medellín
Event date
Oct 17, 2018
Type of event by nationality
WRD - Celosvětová akce
UT code for WoS article
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