Large Sample Theory of Estimation in Biased Sampling Regression Models. I
有偏抽样回归模型估计的大样本理论(一)
Biased sampling regression models were introduced by Jewell, generalizing the truncated regression model studied by Bhattacharya, Chernoff and Yang. If the independent variable takes on only a finite number of values (as does the stratum variable), we show: 1. That if the slope of the underlying regression model is assumed known, then the nonparametric maximum likelihood estimates of the distribution of the independent and dependent variables (a) can be calculated from…