有序选择的工具变量模型

IV models of ordered choice

Journal of Econometrics · 2011
被引 40
人大 AABS 4

中文导读

研究了有序选择模型中解释变量可能内生时的工具变量方法,模型限制较弱,识别集在参数或非参数设定下为集合而非点,并给出了离散内生变量下识别集的性质及随结果分类数增加而收缩的速率。

Abstract

This paper studies single equation instrumental variable models of ordered choice in which explanatory variables may be endogenous. The models are weakly restrictive, leaving unspecified the mechanism that generates endogenous variables. These incomplete models are set, not point, identifying for parametrically (e.g. ordered probit) or nonparametrically specified structural functions. The paper gives results on the properties of the identified set for the case in which potentially endogenous explanatory variables are discrete. The results are used as the basis for calculations showing the rate of shrinkage of identified sets as the number of classes in which the outcome is categorised increases.

有序选择模型工具变量内生性识别集