Econometrica

Journal Of The Econometric Society

An International Society for the Advancement of Economic
Theory in its Relation to Statistics and Mathematics

Edited by: Guido W. Imbens • Print ISSN: 0012-9682 • Online ISSN: 1468-0262

Econometrica: Jul, 1980, Volume 48, Issue 5

Approximating a Truncated Normal Regression with the Method of Moments

https://www.jstor.org/stable/1912173
p. 1099-1106

Randall J. Olsen

A 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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