Censored Data and Truncated Distributions

37 Pages Posted: 26 Oct 2005

See all articles by William H. Greene

William H. Greene

New York University Stern School of Business

Date Written: 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 Classification: C4

Suggested Citation

Greene, William H., Censored Data and Truncated Distributions (May 2005). Available at SSRN: https://ssrn.com/abstract=825845 or http://dx.doi.org/10.2139/ssrn.825845

William H. Greene (Contact Author)

New York University Stern School of Business ( email )

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HOME PAGE: http://people.stern.nyu.edu/wgreene

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