Model Estimation and Data Analysis: Censoring and Truncation


  • One and two tailed tobit (censored) regression
  • Nonnormal censored regression models
  • Bivariate tobit
  • Nested tobit
  • Tobit with selection
  • Tobit in simultaneous equations
  • Categorical (completely censored) data
  • Generalized logistic model
  • Truncated regression
  • Ordered probit with censoring
  • Poisson with censoring or truncation
  • Negative binomial with censoring and truncation
  • Censored survival data
  • Lognormal and censored lognormal model
  • Sample selection criterion for linear regression
  • Mover stayer model
  • Simultaneous equations
  • Sample selection into tobit model


  • Restrictions
  • Hypothesis tests, LR, LM, Wald
  • Cragg specification test
  • Schmidt and Fin specification test
  • Normality test
  • Variable censoring limits

Panel data estimators for tobit, truncation, categorical data

  • Fixed effects
  • Random effects
  • Random parameters
  • Latent class

Estimation and inference

  • Two step estimation, endogenous dummy variable
  • LM test for specification
  • McDonald-Moffitt decomposition
  • Heteroscedasticity: LM and LR tests and estimation
  • Robust covariance matrix - cluster corrected
  • Predictions
  • Generalized residuals
  • Fit measures

Marginal effects

  • Continuous variables
  • Dummy variables by difference in expected value

Two step estimators

  • Simultaneous binary variables
  • Endogenous binary variables
  • General two step estimation
  • Murphy and Topel corrected covariance matrix