Estimation of a semiparametric recursive bivariate probit model in the presence of endogeneity

DOI10.1002/cjs.10100zbMath1219.62068MaRDI QIDQ3087590

Rosalba Radice, Giampiero Marra

Publication date: 16 August 2011

Published in: Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/cjs.10100

zbMATH Keywords

binary data; average treatment effect; penalized regression spline; simultaneous equation estimation; recursive bivariate probit model; identification by functional form

Mathematics Subject Classification ID

62G08: Nonparametric regression and quantile regression

62H12: Estimation in multivariate analysis

65D10: Numerical smoothing, curve fitting

62P25: Applications of statistics to social sciences

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A Bayesian multivariate partially linear single-index probit model for ordinal responses, Estimation of a regression spline sample selection model, Copula regression spline models for binary outcomes, A joint regression modeling framework for analyzing bivariate binary data in \(\mathsf{R}\), The bivariate probit model, maximum likelihood estimation, pseudo true parameters and partial identification, A penalized likelihood estimation approach to semiparametric sample selection binary response modeling, Testing the hypothesis of absence of unobserved confounding in semiparametric bivariate probit models, A semiparametric bivariate probit model for joint modeling of outcomes in STEMI patients, On \(p\)-values for semiparametric bivariate probit models, Identification in a generalization of bivariate probit models with dummy endogenous regressors, Multivariate effect priors in bivariate semiparametric recursive Gaussian models, Estimation of a Semiparametric Recursive Bivariate Probit Model with Nonparametric Mixing

Uses Software

• R
• VGAM
• gss
• SemiPar
• SemiParBIVProbit
• gamair

Cites Work

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