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Efficient probit estimation with partially missing covariates
Conniffe, Denis; O'Neill, Donal - 2009
A common approach to dealing with missing data is to estimate the model on the common subset of data, by necessity throwing away potentially useful data. We derive a new probit type estimator for models with missing covariate data where the dependent variable is binary. For the benchmark case of...
Persistent link: https://www.econbiz.de/10010269313
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Minimizing bias in selection on observables estimators when unconfoundness fails
Millimet, Daniel L.; Tchernis, Rusty - 2008
We characterize the bias of propensity score based estimators of common average treatment effect parameters in the case …
Persistent link: https://www.econbiz.de/10010268598
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Simplified implementation of the Heckman estimator of the dynamic probit model and a comparison with alternative estimators
Arulampalam, Wiji; Stewart, Mark B. - 2007
This paper presents a convenient shortcut method for implementing the Heckman estimator of the dynamic random effects probit model using standard software. It then compares the three estimators proposed by Heckman, Orme and Wooldridge based on three alternative approximations, first in an...
Persistent link: https://www.econbiz.de/10010268488
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A computationally practical simulation estimation algorithm for dynamic panel data models with unobserved endogenous state variables
Keane, Michael P.; Sauer, Robert M. - 2009
This paper develops a simulation estimation algorithm that is particularly useful for estimating dynamic panel data models with unobserved endogenous state variables. The new approach can easily deal with the commonly encountered and widely discussed initial conditions problem, as well as the...
Persistent link: https://www.econbiz.de/10010271244
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A control function approach to estimating dynamic probit models with endogenous regressors, with an application to the study of poverty persistence in China
Giles, John T.; Murtazashvili, Irina - 2012
This paper proposes a parametric approach to estimating a dynamic binary response panel data model that allows for endogenous contemporaneous regressors. Such a model is of particular value for settings in which one wants to estimate the effects of an endogenous treatment on a binary outcome. In...
Persistent link: https://www.econbiz.de/10010289957
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The Determination of Wages and the Gender Wage Gap: A Survey
Kunze, Astrid - 2000
In this paper the extensive empirical literature on the gender wage gap is reviewed with particular attention given to the identification of the key parameters in the specified human capital wage regression models. This aspect has been of great importance in the literature chiefly for two...
Persistent link: https://www.econbiz.de/10010262401
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Bias corrections for two-step fixed effects panel data estimators
Fernández-Val, Iván; Vella, Francis - 2007
This paper introduces bias-corrected estimators for nonlinear panel data models with both time invariant and time …/selection bias. We then estimate the primary equation by fixed effects including an appropriately constructed control function from … both steps might employ nonlinear fixed effects procedures it is necessary to bias adjust the estimates due to the …
Persistent link: https://www.econbiz.de/10010268162
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Modeling Area-Level Health Rankings
Courtemanche, Charles; Soneji, Samir; Tchernis, Rusty - 2013
We propose a Bayesian factor analysis model to rank the health of localities. Mortality and morbidity variables …
Persistent link: https://www.econbiz.de/10010328998
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Economic Conditions at Birth, Birth Weight, Ability, and the Causal Path to Cardiovascular Mortality
van den Berg, Gerard J.; Modin, Bitte - 2013
We analyze interaction effects of birth weight and the business cycle at birth on individual cardiovascular (CV) mortality later in life. In addition, we examine to what extent these long-run effects run by way of cognitive ability and education and to what extent those mitigate the long-run...
Persistent link: https://www.econbiz.de/10010329078
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The Effect of Health Changes and Long-Term Health on the Work Activity of Older Canadians
Au, Doreen; Crossley, Thomas F.; Schellhorn, Martin - 2004
, particularly ?justification bias?, and (2) the relative importance of health changes and long-term health in the decision to work … justification bias. However, the HUI3 provides estimates that are similar to the ?purged? health measure. We also corroborate recent …Using longitudinal data from the Canadian National Population Health Survey (NPHS), we study the relationship between …
Persistent link: https://www.econbiz.de/10010262030