Arbeitspapier
An instrumental variable random coefficients model for binary outcomes
In this paper we study a random coefficient model for a binary outcome. We allow for the possibility that some or even all of the regressors are arbitrarily correlated with the random coefficients, thus permitting endogeneity. We assume the existence of observed instrumental variables Z that are jointly independent with the random coefficients, although we place no structure on the joint determination of the endogenous variable X and instruments Z, as would be required for a control function approach. The model fits within the spectrum of generalized instrumental variable models studied in Chesher and Rosen (2012a), and we thus apply identification results from that and related studies to the present context, demonstrating their use. Specifically, we characterize the identi.ed set for the distribution of random coefficients in the binary response model with endogeneity via a collection of conditional moment inequalities, and we investigate the structure of these sets by way of numerical illustration.
- Sprache
-
Englisch
- Erschienen in
-
Series: cemmap working paper ; No. CWP34/12
- Klassifikation
-
Wirtschaft
Econometric and Statistical Methods and Methodology: General
Semiparametric and Nonparametric Methods: General
Econometric Modeling: General
Model Construction and Estimation
- Thema
-
random coefficients
instrumental variables
endogeneity
incomplete models
set identification
partial identification
random sets
- Ereignis
-
Geistige Schöpfung
- (wer)
-
Chesher, Andrew
Rosen, Adam M.
- Ereignis
-
Veröffentlichung
- (wer)
-
Centre for Microdata Methods and Practice (cemmap)
- (wo)
-
London
- (wann)
-
2012
- DOI
-
doi:10.1920/wp.cem.2012.3412
- Handle
- Letzte Aktualisierung
-
10.03.2025, 11:45 MEZ
Datenpartner
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Objekttyp
- Arbeitspapier
Beteiligte
- Chesher, Andrew
- Rosen, Adam M.
- Centre for Microdata Methods and Practice (cemmap)
Entstanden
- 2012
Ähnliche Objekte (12)
Instrumental variables estimation of a generalized correlated random coefficients model
Nonparametric maximum likelihood methods for binary response models with random coefficients
Identification and estimation in a correlated random coefficients binary response model
The triangular model with random coefficients
Variance estimation in a random coefficients model
Variance Estimation in a Random Coefficients Model
Panel data estimation for correlated random coefficients models
A quantile correlated random coefficients panel data model
Random coefficients in static games of complete information
Semiparametric Selection Models with Binary Outcomes
Semiparametric selection models with binary outcomes
Semiparametric selection models with binary outcomes
Instrumental variables estimation of a generalized correlated random coefficients model
Nonparametric maximum likelihood methods for binary response models with random coefficients
Identification and estimation in a correlated random coefficients binary response model
The triangular model with random coefficients
Variance estimation in a random coefficients model
Variance Estimation in a Random Coefficients Model
Panel data estimation for correlated random coefficients models
A quantile correlated random coefficients panel data model
Random coefficients in static games of complete information
Semiparametric Selection Models with Binary Outcomes
Semiparametric selection models with binary outcomes
Semiparametric selection models with binary outcomes
Instrumental variables estimation of a generalized correlated random coefficients model
Nonparametric maximum likelihood methods for binary response models with random coefficients
Identification and estimation in a correlated random coefficients binary response model
The triangular model with random coefficients
Variance estimation in a random coefficients model
Variance Estimation in a Random Coefficients Model
Panel data estimation for correlated random coefficients models
A quantile correlated random coefficients panel data model
Random coefficients in static games of complete information
Semiparametric Selection Models with Binary Outcomes
Semiparametric selection models with binary outcomes