Computationally and Statistically Efficient Truncated Regression
COLT, pp. 955-960, 2019.
We provide a computationally and statistically efficient estimator for the classical problem of truncated linear regression, where the dependent variable $y = w^T x + \epsilon$ and its corresponding vector of covariates $x \in R^k$ are only revealed if the dependent variable falls in some subset $S \subseteq R$; otherwise the existence ...More
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