Introduction | Censored regression model for cross-sectional data | Censored regression model for panel data | Marginal Effects | Gradients of the log-likelihood function

Introduction | Data for empirical example | Estimation methods | Semi-elasticities of continuous covariates | Semi-elasticities of interval-coded covariates | Effects of continuous covariates when they change between intervals | Grouping and re-basing effects of categorical and interval-coded covariates | Non-binary categorical dependent variables | Conclusion | Gradients for calculating approximate standard errors | Derivation of a binary probit model from an ordered probit model | Additional R code

Introduction | Heckman's solution | Implementation | Usage | Two replication exercises | Robustness issues | Conclusions

Linear probability models and articles reporting marginal effects | Binary probit model, multivariate probit model, and ordered probit model | Binary logit model, multinomial logit model, conditional logit model, and nested logit model | Additional helper functions

Introduction | Statistical background | Source code | Using systemfit | Replication of textbook results | Summary and outlook | Object returned by systemfit | Computation times | Estimating systems of equations with sem

The Problem | Treatment Effects with Spherical Disturbances | treatReg | Conclusion

Model Specification | Log-Likelihood Function | Restricting coefficients and 2 | Gradients of the CDF of the bivariate standard normal distribution | Gradients of the Log-Likelihood Function | Example with a Generated Dataset | Generate Dataset | Example with the `Smoke' dataset

Introduction | Estimating the AIDS | Consistency with economic theory | Demand elasticities | Prediction of expenditure shares and demanded quantities | Replication exercises | Summary and Conclusions | Explanation of economic terms