Powell (1984) censored LAD (CLAD)
Usage
hrzc1(x, y, censor = 0)
morie_horowitz_censored_regression(x, y, censor = 0)
Arguments
- x
Numeric covariate vector or design matrix.
- y
Numeric response vector.
- censor
Censoring threshold (default 0).
Value
Named list with estimate, se, n, n_uncensored, censor, method.
Examples
set.seed(282)
n <- 60
X <- matrix(rnorm(n * 2), n, 2)
t <- abs(-2 * X[, 1] + 0.3 * X[, 2] + rnorm(n)) + 0.1
res <- hrzc1(X, t, censor = 0)
res$estimate
#> [1] -2.2102549 0.3256692
