On p-values for semiparametric bivariate probit models

DOI10.1016/J.STAMET.2012.05.003MaRDI QIDQ2360906zbMATH OpenOpenAlexFDO

Authors Giampiero Marra

Publication date 29 June 2017

Published in Statistical Methodology (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.stamet.2012.05.003

zbMATH Keywords

hypothesis testpenalized regression splinesemiparametric bivariate probit model

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10) General nonlinear regression (62J02) Ridge regression; shrinkage estimators (Lasso) (62J07)

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Cites work

• scientific article; zbMATH DE number 3856278 (Why is no real title available?)
• scientific article; zbMATH DE number 3980241 (Why is no real title available?)
• A penalized likelihood estimation approach to semiparametric sample selection binary response modeling
• Coverage properties of confidence intervals for generalized additive model components
• Effect of Insurance on Mortality in an HIV-Positive Population in Care
• Estimation of a semiparametric recursive bivariate probit model in the presence of endogeneity
• Generalized additive models. An introduction with R.
• Smoothing noisy data with spline functions: Estimating the correct degree of smoothing by the method of generalized cross-validation

Cited in

(7)

• On the calculation of marginal effects in the bivariate probit model
• A note on the different interpretation of the correlation parameters in the bivariate probit and the recursive bivariate probit
• On \(p\)-values for smooth components of an extended generalized additive model
• Testing the hypothesis of absence of unobserved confounding in semiparametric bivariate probit models
• Semiparametric Analysis of Two‐Level Bivariate Binary Data
• Copula regression spline models for binary outcomes
• Regression spline bivariate probit models: a practical approach to testing for exogeneity

Describes a project that uses

Uses Software

• gamair
• SemiParBIVProbit
• R

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