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

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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.
Original languageEnglish
Pages (from-to)66-81
Number of pages16
JournalJournal of Applied Econometrics
Issue number1
Early online date20 Sep 2018
Publication statusPublished - 1 Feb 2019

Structured keywords

  • ECON Econometrics
  • ECON CEPS Data


  • interval-censoring
  • sample combination
  • semiparametric efficiency


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