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Censored Data and Truncated Distributions

William H. Greene
Leonard N. Stern School of Business - Department of Economics

May 2005

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.

Keywords: Censoring, Truncation, Maximum likelihood, Attenuation, Regression, Bias, Sample selection, Panel data, Semiparametric

JEL Classifications: C4

Working Paper Series

Date posted: October 26, 2005 ; Last revised: April 30, 2008

Suggested Citation

Greene, William H., Censored Data and Truncated Distributions (May 2005). Available at SSRN: http://ssrn.com/abstract=825845

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Contact Information

William H. Greene (Contact Author)

Leonard N. Stern School of Business - Department of Economics ( email )

269 Mercer Street
New York, NY 10003
United States
212-998-0876 (Phone)

HOME PAGE: http://www.stern.nyu.edu/~wgreene