Title: | "Censored Data and Truncated Distributions" |
Authors: | Greene, William |
Keywords: | Censoring;Truncation;Maximum likelihood;Attenuation;Regression;Bias;Sample selection;Panel data;Semiparametric |
Issue Date: | May-2005 |
Series/Report no.: | EC-05-08 |
Abstract: | We detail the basic theory for regression models in which dependent variables are censored or underlying distributions are truncated. The model is extended to models for counts, sample selection models, and models hazard models for duration data. Entry level theory is presented for the practitioner. We then describe a few of the recent, frontier developments in theory and practice. |
URI: | http://hdl.handle.net/2451/26101 |
Appears in Collections: | Economics Working Papers |
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