<... the dependent variable is countiuous but bounded, say between 0 and
100.

Do you know why the dependent variable is 'bounded'?

<... hints to relavant litterature >
If the dependent var is a percent John Cornell's book on mixture data might
be of interest.

Is it truncated in the sense that negative values are impossible?  This
situation is often dealt with in econometrics literature.  This is somewhat
out of date but a classic:
G. S. Madalla, Limited Dependent and Qualitative Variables in Econometrics,
Cambridge University Press, Cambridge, 1983.

Is it censored?  Maybe search for Tobit analysis depending on what
assumptions you are willing to make (also see something like Madalla for
this).  There is a large literature on censoring.

Maybe you just happened to not see anything outside [0,100]?  Maybe the
boundedness is ignorable:)

Bob




-----Original Message-----
From: Kim Mouridsen [mailto:kimm@pet.auh.dk] 
Sent: Thursday, December 04, 2003 10:39 AM
To: r-help@stat.math.ethz.ch
Subject: [R] regression with limited range response

Dear R experts

 

How can you perform a regression analysis in R when the dependent
variable is countiuous but bounded, say between 0 and 100?

I would be grateful for pointers to R-functions but also for hints to
relavant litterature since I have never worked with this problem before.

 

Thanks in advance.

Kim Mouridsen. 


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