Censored Data and Truncated Distributions
نویسنده
چکیده
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. To appear as “Censored Data and Truncated Distributions,” in The Handbook of Econometrics: Vol. 1 Theoretical Econometrics, Chapter 20., ed. T. Mills and K. Patterson, Palgrave, London, forthcoming, 2005. JEL classification: C4
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