Selection and Endogenous Treatment Models with Social Interactions: An Application to the Impact of Exercise on Self-Esteem

Arbeitspapier

We address the estimation of sample selection and endogenous treatment models with social interactions. To model the interaction between individuals in an internally consistent matter we employ a game theoretic approach based on the use of a discrete Bayesian game. We overcome the substantial computational burden this introduces through a sequential version of the nested fixed point algorithm. We describe how our methodology can be applied to a large class of commonly employed models. We employ our approach to examine the impact of an individual's frequency of exercise on her level of self esteem in a setting where an individual's exercise frequency is treated as endogenous and is potentially influenced by her belief of her friends' exercise frequency.

Angaben zum Objekt

• Sprache: Englisch

Verweise und Beziehungen

• Erschienen in: Series: IZA Discussion Papers ; No. 14167

Klassifikation und Themen

• Klassifikation: Wirtschaft ; Multiple or Simultaneous Equation Models: Cross-Sectional Models; Spatial Models; Treatment Effect Models; Quantile Regressions; Social Interaction Models ; Multiple or Simultaneous Equation Models: Truncated and Censored Models; Switching Regression Models ; Econometrics of Games and Auctions
• Thema: endogenous treatment ; sample selection ; social interactions ; sequential estimation ; exercise ; self-esteem

Beteiligte, Orts- und Zeitangaben

• Ereignis: Geistige Schöpfung
• (wer): Lin, Zhongjian ; Vella, Francis
• Ereignis: Veröffentlichung
• (wer): Institute of Labor Economics (IZA)
• (wo): Bonn
• (wann): 2021

Weitere Informationen

• Handle: http://hdl.handle.net/10419/232919
• Letzte Aktualisierung: 10.03.2025, 11:42 MEZ