Estimating Endogenous Effects on Ordinal Outcomes
研究了用工具变量方法测量内生变量变化对有序结果的影响，并以MTO实验为例，发现邻里贫困减少对主观幸福感的正面效应受第一阶段辅助方程设定影响。
Abstract We examine the use of instrumental variable (IV) methods to measure the effect of a ceteris paribus change in an endogenous variable on an ordered outcome. Specifically, we use these methods to investigate the effect of neighborhood characteristics on subjective well-being (SWB) among participants in the Moving to Opportunity (MTO) housing voucher experiment. We find that the estimated positive effect of a decrease in neighborhood poverty on SWB is sensitive to the specification of the first-stage auxiliary equation for endogenous neighborhood poverty. Our results highlight the influential role of control function restrictions in complete triangular models.