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论坛 计量经济学与统计论坛 五区 计量经济学与统计软件
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2022-06-14
大佬们好,
想问问Censored Regression Model 和truncated model的区别。。truncated是一定要把范围外的数据都扔掉吗?

1) A random sample of households reporting their share of financial wealth invested in stocks (alpha). The minimum alpha in the sample is 0.15, the maximum alpha in the sample is 0.90.
3) A random sample of households reporting their share of financial wealth invested in stocks (alpha). The minimum alpha in the sample is 0, the maximum alpha in the sample is 0.90.
5) A random sample of households reporting their share of financial wealth invested in stocks (alpha). The minimum alpha in the sample is 0, the maximum alpha in the sample is 1.
这三个情况是不是都是用censored model,看不出来有什么区别。。
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