EM algorithms for ordered probit models with endogenous regressors

DOI10.1111/J.1368-423X.2008.00272.XzbMATH Open1190.62200MaRDI QIDQ3566445FDOQ3566445

Authors: Hiroyuki Kawakatsu, Ann G. Largey 

Publication date: 8 June 2010

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

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zbMATH Keywords

EM algorithmEndogeneityOrdered probit

Mathematics Subject Classification ID

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

Cites Work

• Algorithm 611: Subroutines for Unconstrained Minimization Using a Model/Trust-Region Approach
• Semiparametric instrumental variable estimation of treatment response models.
• Econometric analysis of cross section and panel data.
• Title not available (Why is that?)
• Maximum likelihood estimation via the ECM algorithm: A general framework
• Title not available (Why is that?)
• Parameter expansion to accelerate EM: the PX-EM algorithm
• Limited information estimators and exogeneity tests for simultaneous probit models
• Alternative sampling methods for estimating multivariate normal probabilities
• An Exogeneity Test for a Simultaneous Equation Tobit Model with an Application to Labor Supply
• Efficient estimation of limited dependent variable models with endogenous explanatory variables
• Extensions of estimation methods using the EM algorithm
• Title not available (Why is that?)

Cited In (7)

• Modeling hybrid traits for comorbidity and genetic studies of alcohol and nicotine co-dependence
• Bayesian Analysis of Structural Effects in an Ordered Equation System
• Bayesian analysis of the ordered probit model with endogenous selection
• Estimating endogenous ordered response panel data models with an application to income gradient in child health
• EM algorithm for maximum likelihood estimation of correlated probit model for two longitudinal ordinal outcomes
• EM algorithm for MLE of a probit model for multiple ordinal outcomes
• Multivariate ordinal regression models: an analysis of corporate credit ratings

Uses Software

• Algorithm 611
• QSIMVN

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