使用三变量Copula对样本选择和处理效应建模

Using Trivariate Copulas to Model Sample Selection and Treatment Effects

Journal of Business & Economic Statistics · 2005
被引 145
人大 AABS 4

中文导读

提出用三变量Copula方法处理离散结果(如二元选择和计数数据)的联立非线性模型,并应用于已婚夫妇健康保险与医疗需求的自选择与相互依赖分析。

Abstract

Simultaneous nonlinear econometric models with discrete outcomes are often difficult to implement. This article considers the use of the copula approach for a model with three jointly determined outcomes. It also deals with the discrete case in which outcomes include a mixture of dichotomous choices and discrete count data. We apply this technique to study self-selection and interdependence between health insurance and health care demand among married couples. The full model consists of a dichotomous choice equation for family insurance and a separate negative binomial equation for each spouse's health care use.

三元Copula样本选择处理效应离散选择模型