EM algorithms for ordered probit models with endogenous regressors

DOI10.1111/J.1368-423X.2008.00272.XzbMath1190.62200MaRDI QIDQ3566445

Hiroyuki Kawakatsu, Ann G. Largey

Publication date: 8 June 2010

Published in: Econometrics Journal (Search for Journal in Brave)

zbMATH Keywords

EM algorithmEndogeneityOrdered probit

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Generalized linear models (logistic models) (62J12)

Related Items (4)

Unnamed Item ⋮ Modeling hybrid traits for comorbidity and genetic studies of alcohol and nicotine co-dependence ⋮ Multivariate ordinal regression models: an analysis of corporate credit ratings ⋮ Estimating endogenous ordered response panel data models with an application to income gradient in child health

Uses Software

• Algorithm 611
• QSIMVN

Cites Work

• Efficient estimation of limited dependent variable models with endogenous explanatory variables
• Limited information estimators and exogeneity tests for simultaneous probit models
• Extensions of estimation methods using the EM algorithm
• Semiparametric instrumental variable estimation of treatment response models.
• Alternative sampling methods for estimating multivariate normal probabilities
• Maximum likelihood estimation via the ECM algorithm: A general framework
• Algorithm 611: Subroutines for Unconstrained Minimization Using a Model/Trust-Region Approach
• An Exogeneity Test for a Simultaneous Equation Tobit Model with an Application to Labor Supply
• Parameter expansion to accelerate EM: the PX-EM algorithm
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