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Betit : a family that nests probit and logit

Vijverberg, Wim P. M. - 2000

This paper proposes a dichotomous choice model that is based on a transformed beta (or "z") distribution. This model, called betit, nests both logit and probit and allows for various skewed and peaked disturbance densities. Because the shape of this density affects the estimated relation between...

Persistent link: https://www.econbiz.de/10011339695

Correcting for misclassied binary regressors using instrumental variables

Haider, Steven; Stephens, Melvin - 2020

Estimators that exploit an instrumental variable to correct for misclassification in a binary regressor typically … assume that the misclassification rates are invariant across all values of the instrument. We show that this assumption is … invalid in routine empirical settings. We derive a new estimator that is consistent when misclassification rates vary across …

Persistent link: https://www.econbiz.de/10012266298

On the estimation of treatment effects with endogenous misreporting

Nguimkeu, Pierre; Denteh, Augustine; Tchernis, Rusty - 2018

Participation in social programs is often misreported in survey data, complicating the estimation of the effects of those programs. In this paper, we propose a model to estimate treatment effects under endogenous participation and endogenous misreporting. We show that failure to account for...

Persistent link: https://www.econbiz.de/10011820585

Unexplained gaps and Oaxaca-Blinder decompositions

Elder, Todd E.; Goddeeris, John Henry; Haider, Steven - 2009

We analyze four methods to measure unexplained gaps in mean outcomes: three decompositions based on the seminal work of Oaxaca (1973) and Blinder (1973) and an approach involving a seemingly naive regression that includes a group indicator variable. Our analysis yields two principal findings. We...

Persistent link: https://www.econbiz.de/10003832324