Models
- 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
Specification
- 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
