Estimation in a Generalization of Bivariate Probit Models with Dummy Endogenous Regressors
نویسندگان
چکیده
منابع مشابه
A note on GMM-estimation of probit models with endogenous regressors
Dagenais (1999) and Lucchetti (2002) have demonstrated that the naive GMM estimator of Grogger (1990) for the probit model with an endogenous regressor is not consistent. This paper completes their discussion by explaining the reason for the inconsistency and presenting a natural solution. Furthermore, the resulting GMM estimator is analyzed in a Monte-Carlo simulation and compared with alterna...
متن کاملInstrumental Variables Estimation of Nonparametric Models with Discrete Endogenous Regressors
This paper presents new instrumental variables estimators for nonparametric models with discrete endogenous regressors. The model speci cation is su ciently general to include structural models, triangular simultaneous equations and certain models of measurement error. Restricting the analysis to discrete endogenous regressors is an integral component of the analysis since a similar model with ...
متن کاملA Simple Estimator for Binary Choice Models With Endogenous Regressors
This paper provides a few variants of a simple estimator for binary choice models with endogenous or mismeasured regressors, or with heteroskedastic errors, or with panel fixed effects. Unlike control function methods, which are generally only valid when endogenous regressors are continuous, the estimators proposed here can be used with limited, censored, continuous, or discrete endogenous regr...
متن کاملCopula bivariate probit models: with an application to medical expenditures.
The bivariate probit model is frequently used for estimating the effect of an endogenous binary regressor (the 'treatment') on a binary health outcome variable. This paper discusses simple modifications that maintain the probit assumption for the marginal distributions while introducing non-normal dependence using copulas. In an application of the copula bivariate probit model to the effect of ...
متن کاملEstimation of Count Data using Bivariate Negative Binomial Regression Models
Abstract Negative binomial regression model (NBR) is a popular approach for modeling overdispersed count data with covariates. Several parameterizations have been performed for NBR, and the two well-known models, negative binomial-1 regression model (NBR-1) and negative binomial-2 regression model (NBR-2), have been applied. Another parameterization of NBR is negative binomial-P regression mode...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: SSRN Electronic Journal
سال: 2018
ISSN: 1556-5068
DOI: 10.2139/ssrn.3233422