This study examines the properties of the linear probability difference-indifferences estimator when the data are in fact generated by a single-decrement, continuous-time hazard process. We focus on ...

Among others, Fan and Lv [J. R. Stat. Soc. Ser. B Stat. Methodol. 70 (2008) 849—911] propose an independent screening framework by ranking the marginal correlations. They showed that the correlation ...