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AAE637 Topics for May 3, 2007

AAE637 Topics for May 3, 2007. The Truncated Regression Model Assuming Normal Error Terms The Sample Likelihood Function Canadian Restaurant Expend. Example Description of Data Overview of Gauss Code/Results Introduction to Censored Regression Models Moments of a Censored RV

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AAE637 Topics for May 3, 2007

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  1. AAE637 Topics for May 3, 2007 • The Truncated Regression Model Assuming Normal Error Terms • The Sample Likelihood Function • Canadian Restaurant Expend. Example • Description of Data • Overview of Gauss Code/Results • Introduction to Censored Regression Models • Moments of a Censored RV • Implementation of the Censored (Tobit) Regression Model • Readings: McDonald and Moffitt (1980), Norris and Batie (1987), Adesina and Zinnah (1993), Greene (1999)

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