Maddala, G. S. Limited-dependent and qualitative variables in econometrics. (English) Zbl 0527.62098 Econometric Society Monographs in Quantitative Economics, 3. Cambridge etc.: Cambridge University Press. XI, 401 p. £25.00; $ 39.50 (1983). Page: −5 −4 −3 −2 −1 ±0 +1 +2 +3 +4 +5 Show Scanned Page Cited in 1 ReviewCited in 225 Documents MSC: 62P20 Applications of statistics to economics 62-02 Research exposition (monographs, survey articles) pertaining to statistics 62J05 Linear regression; mixed models 62J02 General nonlinear regression 62J99 Linear inference, regression Keywords:limited-dependent variables; bibliography; truncation; single-equation case; discrete regression models; non-categorical; categorical; linear probability model; logit model; conditional logit model; likelihood function; partial derivatives; goodness-of-fit-criteria; linear discriminant function; best discrimination; classification rules; simultaneous-equations model; latent variables; maximum likelihood; limited-information minimum chi square; full-information minimum chi- square; log-linear models; conditional logistic models; recursive logistic models; qualitative variables; mixed structures; Tobit model; stratification; thresholds; autocorrelated errors; lagged dependent variables; nonnormality; censoring; logical consistency; two-stage estimation methods; self-selectivity; switching regression models; polychotomous-choice models; disequilibrium models; unified treatment of regression models PDFBibTeX XML