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Regression models : censored, sample-selected, or truncated data



Autor: Breen, Richard
Rok: c1996
ISBN: 9780803957107
OKCZID: 110034882

Citace (dle ČSN ISO 690):
BREEN, Richard. Regression models: censored, sample-selected, or truncated data. Thousand Oaks, Calif.: Sage Publications, c1996. viii, 80 s. Sage university papers. Quantitative applications in the social sciences, nr. 07-111.


Anotace

 

What techniques can social scientists use when an outcome variable for a sample is not representative of the population for whom they would like to generalize the results? This book provides an introduction to regression models for such data including censored, sample-selected and truncated data. Richard Breen begins with a discussion of Tobin's Tobit model and examines issues such as maximum-likelihood estimation and the interpretation of parameters. He then discusses the basic sample selection model and the truncated regression model. Breen then elaborates on the modeling of censored and sample-selected data via maximum likelihood, showing the close links between the models introduced in this volume and other regression models for non-continuous dependent variables (such as the ordered probit). The book concludes with an exploration of some criticisms that have been made of these approaches and the difficulties associated with them.

Zdroj anotace: OKCZ - ANOTACE Z WEBU



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