Instrumental variable models for discrete outcomes

Arbeitspapier

Single equation instrumental variable models for discrete outcomes are shown to be set not point identifying for the structural functions that deliver the values of the discrete outcome. Identified sets are derived for a general nonparametric model and sharp set identification is demonstrated. Point identification is typically not achieved by imposing parametric restrictions. The extent of an identified set varies with the strength and support of instruments and typically shrinks as the support of a discrete outcome grows. The paper extends the analysis of structural quantile functions with endogenous arguments to cases in which there are discrete outcomes.

Object Details

• Language: Englisch

References and Relationships

• Bibliographic citation: Series: cemmap working paper ; No. CWP30/08

Classification and Topics

• Classification: Wirtschaft ; Econometric and Statistical Methods and Methodology: General ; Semiparametric and Nonparametric Methods: General ; Econometric Modeling: General ; Model Construction and Estimation
• Subject: Partial identification ; Nonparametric methods ; Nonadditive models ; Discrete distributions ; Ordered choice ; Endogeneity ; Instrumental variables ; Structural quantile functions ; Incomplete models ; Instrumentalvariablen-Schätzmethode ; Instrumentalvariablen-Schätzmethode ; Nichtparametrisches Verfahren ; Theorie

Contributors, Places and Time

• Event: Geistige Schöpfung
• (who): Chesher, Andrew
• Event: Veröffentlichung
• (who): Centre for Microdata Methods and Practice (cemmap)
• (where): London
• (when): 2009

Further information

• DOI: doi:10.1920/wp.cem.2008.3008
• Handle: http://hdl.handle.net/10419/64803
• Last update: 10.03.2025, 11:43 AM CET