Partial Identification in Monotone Binary Models: Discrete Regressors and Interval Data
研究半参数二元回归模型中，当回归变量为离散或区间测量时，参数的部分识别问题，给出了参数集的特征刻画，并说明区间内变量分布越均匀，识别集越小。
We investigate identification in semi-parametric binary regression models, y = 1(xβ+υ+ε > 0) when υ is either discrete or measured within intervals. The error term ε is assumed to be uncorrelated with a set of instruments z, ε is independent of υ conditionally on x and z, and the support of −(xβ + ε) is finite. We provide a sharp characterization of the set of observationally equivalent parameters β. When there are as many instruments z as variables x, the bounds of the identified intervals of the different scalar components βk of parameter β can be expressed as simple moments of the data. Also, in the case of interval data, we show that additional information on the distribution of υ within intervals shrinks the identified set. Specifically, the closer the conditional distribution of υ given z is to uniformity, the smaller is the identified set. Point identified is achieved if and only if υ is uniform within intervals.