  Regression models for limited continuous dependent variables having a
non-negligible probability of attaining exactly their limits are presented. The
models differ in the number of parameters and in their flexibility. Fractional
data being a special case of limited dependent data, the models also apply to
variables that are a fraction or a proportion. It is shown how to fit these
models and they are applied to a Loss Given Default dataset from insurance to
which they provide a good fit.
