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 algorithm; Endogeneity; Ordered probit

Mathematics Subject Classification ID

62P20: Applications of statistics to economics

62J12: Generalized linear models (logistic models)

Related Items

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

Uses Software

• Algorithm 611
• QSIMVN

Cites Work

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• 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