Censored Data and Truncated Distributions
37 Pages Posted: 26 Oct 2005
Date Written: May 2005
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: Suggested Citation