Regression spline bivariate probit models: a practical approach to testing for exogeneity

DOI10.1080/03610918.2015.1041974zbMATH Open1364.62097OpenAlexW1653951437MaRDI QIDQ5267916FDOQ5267916

Authors: Giampiero Marra, Rosalba Radice, Panagiota Filippou 

Publication date: 13 June 2017

Published in: Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL: http://openaccess.city.ac.uk/20946/1/Regression%20Spline%20Bivariate%20Probit%20Models%20A%20Practical%20Approach%20to%20testing%20for%20Exogenity.pdf

Recommendations

• Testing the hypothesis of absence of unobserved confounding in semiparametric bivariate probit models
• A simple test for exogeneity in probit, logit, and Poisson regression models
• Testing exogeneity in a probit model
• Estimation of a semiparametric recursive bivariate probit model in the presence of endogeneity
• On \(p\)-values for semiparametric bivariate probit models

zbMATH Keywords

endogeneityWald testlikelihood ratio testbivariate probit modelLagrange multiplier testnon-random sample selectionpenalized regression splinegradient test

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10)

Cited In (4)

• On \(p\)-values for semiparametric bivariate probit models
• Estimation of a semiparametric recursive bivariate probit model in the presence of endogeneity
• A test of exogeneity without instrumental variables in models with bunching
• Testing exogeneity of multinomial regressors in count data models: does two-stage residual inclusion work?

This page was built for publication: Regression spline bivariate probit models: a practical approach to testing for exogeneity

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5267916)