SMABS 2004 Jena University
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European Association of Methodology

Department of methodology and evaluation research

Jena University

Contributions: Abstract

Censored regression

Karl J├Âreskog
Uppsala University
Sweden

A censored variable has a large fraction of observations at the minimum or maximum. I develop a procedure for estimating the regression of a censored variable on a set of explanatory variables and I generalize this to multivariate censored regression. I give two or three examples.