Estimation of a Semiparametric Recursive Bivariate Probit Model with Nonparametric Mixing

DOI10.1111/anzs.12043zbMath1334.62041OpenAlexW2061348272MaRDI QIDQ2802853

Georgios Papageorgiou, Giampiero Marra, Rosalba Radice

Publication date: 27 April 2016

Published in: Australian & New Zealand Journal of Statistics (Search for Journal in Brave)

Full work available at URL: http://discovery.ucl.ac.uk/1423202/1/anzs12043.pdf

zbMATH Keywords

unobserved confoundingnonparametric maximum likelihood estimationpenalised regression splinerecursive bivariate probit model

Mathematics Subject Classification ID

Nonparametric estimation (62G05)

Related Items

Multivariate effect priors in bivariate semiparametric recursive Gaussian models

Uses Software

• R
• gss
• SemiPar
• SemiParBIVProbit
• gamair

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Multivariate generalized linear mixed models with semi-nonparametric and smooth nonparametric random effects densities
• The geometry of mixture likelihoods, part II: The exponential family
• An introduction to copulas.
• Examples in which misspecification of a random effects distribution reduces efficiency, and possible remedies
• Smoothing noisy data with spline functions: Estimating the correct degree of smoothing by the method of generalized cross-validation
• Identification of multiple equation probit models with endogenous dummy regressors
• Misspecified maximum likelihood estimates and generalised linear mixed models
• Coverage Properties of Confidence Intervals for Generalized Additive Model Components
• Estimation of a semiparametric recursive bivariate probit model in the presence of endogeneity
• A Linear Mixed-Effects Model With Heterogeneity in the Random-Effects Population
• Optimal Rates of Convergence for Deconvolving a Density
• An Algorithm for Computing the Nonparametric MLE of a Mixing Distribution
• Dummy Endogenous Variables in a Simultaneous Equation System
• Nonparametric Maximum Likelihood Estimation of a Mixing Distribution
• Semiparametric Regression
• Effect of Insurance on Mortality in an HIV-Positive Population in Care
• Marginally Specified Logistic‐Normal Models for Longitudinal Binary Data
• A Monte Carlo EM algorithm for generalized linear mixed models with flexible random effects distribution
• Stable and Efficient Multiple Smoothing Parameter Estimation for Generalized Additive Models
• Smoothing spline ANOVA models