Variable selection in doubly truncated regression
双重截断回归中的变量选择
Doubly truncated data arise in many areas such as astronomy, econometrics, and medical studies. For the regression analysis with doubly truncated response variables, the existence of double truncation may bring bias for estimation as well as affect variable selection. We propose a simultaneous estimation and variable selection procedure for the doubly truncated regression, allowing a diverging number of regression parameters. To remove the bias introduced by the double…