ARCensReg - Fitting Univariate Censored Linear Regression Model with
Autoregressive Errors
It fits a univariate left, right, or interval censored
linear regression model with autoregressive errors, considering
the normal or the Student-t distribution for the innovations.
It provides estimates and standard errors of the parameters,
predicts future observations, and supports missing values on
the dependent variable. References used for this package:
Schumacher, F. L., Lachos, V. H., & Dey, D. K. (2017). Censored
regression models with autoregressive errors: A
likelihood-based perspective. Canadian Journal of Statistics,
45(4), 375-392 <doi:10.1002/cjs.11338>. Schumacher, F. L.,
Lachos, V. H., Vilca-Labra, F. E., & Castro, L. M. (2018).
Influence diagnostics for censored regression models with
autoregressive errors. Australian & New Zealand Journal of
Statistics, 60(2), 209-229 <doi:10.1111/anzs.12229>. Valeriano,
K. A., Schumacher, F. L., Galarza, C. E., & Matos, L. A.
(2021). Censored autoregressive regression models with
Student-t innovations. arXiv preprint <arXiv:2110.00224>.
