Introduction and overview. Overview of this book ; The nature of bounds on variables ; The generalized linear model ; Examples -- Models for singly bounded variables. GLMs for singly bounded variables ; Model diagnostics ; Treatment of boundary cases -- Models for doubly bounded variables. Doubly bounded variables and "natural" heteroscedasticity ; The beta distribution : definition and properties ; Modeling location and dispersion ; Estimation and model diagnostics ; Treatment of cases at the boundaries -- Quantile models for bounded variables. Introduction ; Quantile regression ; Distributions for doubly bounded variables with explicit quantile functions ; The CDF-quantile GLM -- Censored and truncated variables. Types of censoring and truncation ; Tobit models ; Tobit model example ; Heteroscedastic and non-gaussian tobit models -- Extensions and conclusions. Extensions and a general framework ; Absolute bounds and censoring ; Multilevel and multivariate models ; Bayesian estimation and modeling ; Roads less traveled and the state of the art.