A Simple Estimator for Binary Choice Models with Endogenous Regressors
提出一个简单估计量的几种变体，用于处理二元选择模型中的内生或测量误差解释变量、异方差误差或面板固定效应，并通过美国国内迁移概率的实证应用加以说明。
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 regressors, and they allow for latent errors having heteroskedasticity of unknown form, including random coefficients. The variants of special regressor based estimators we provide are numerically trivial to implement. We illustrate these methods with an empirical application estimating migration probabilities within the US.