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Identification and estimation in a correlated random coefficients binary response model
Hoderlein, Stefan; Sherman, Robert - 2012
We study identification and estimation in a binary response model with random coefficients B allowed to be correlated with regressors X. Our objective is to identify the mean of the distribution of B and estimate a trimmed mean of this distribution. Like Imbens and Newey (2009), we use...
Persistent link: https://www.econbiz.de/10009728916
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Instrumental variables estimation of a generalized correlated random coefficients model
Masten, Matthew; Torgovitsky, Alexander - 2014
We study identification and estimation of the average treatment effect in a correlated random coefficients model that allows for first stage heterogeneity and binary instruments. The model also allows for multiple endogenous variables and interactions between endogenous variables and covariates....
Persistent link: https://www.econbiz.de/10010227690
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ivcrc : an instrumental variables estimator for the correlated random coefficients model
Benson, David; Masten, Matthew A.; Torgovitsky, Alexander - 2020
Persistent link: https://www.econbiz.de/10012388671
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Identification and estimation in a linear correlated random coefficients model with censoring
Zhang, Zhengyu; Jin, Zequn - In: Econometric reviews 39 (2020) 2, pp. 196-213
Persistent link: https://www.econbiz.de/10012181533
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Testing missing at random using instrumental variables
Breunig, Christoph - 2015
squared distance is proposed. The statistic’s asymptotic distribu- tion under the MAR hypothesis is derived. We demonstrate … conditional on covariates X (MCAR(X)). A Monte Carlo study examines finite sample performance of our test statistic. An empirical …
Persistent link: https://www.econbiz.de/10010503886
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Testing missing at random using instrumental variables
Breunig, Christoph - 2017
squared distance is proposed. The statistic’s asymptotic distribution under the MAR hypothesis is derived. In particular, our … of our test statistic. An empirical illustration analyzes the nonresponse mechanism in labor income questions. …
Persistent link: https://www.econbiz.de/10011619523
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Testing missing at random using instrumental variables
Breunig, Christoph - 2017
squared distance is proposed. The statistic's asymptotic distribution under the MAR hypothesis is derived. In particular, our … of our test statistic. An empirical illustration analyzes the nonresponse mechanism in labor income questions. …
Persistent link: https://www.econbiz.de/10011894725
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Testing missing at random using instrumental variables
Breunig, Christoph - In: Journal of business & economic statistics : JBES ; a … 37 (2019) 2, pp. 223-234
Persistent link: https://www.econbiz.de/10012176614
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Identification and estimation in a correlated random coefficients binary response model
Hoderlein, Stefan; Sherman, Robert P. - In: Journal of econometrics 188 (2015) 1, pp. 135-149
Persistent link: https://www.econbiz.de/10011500272
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A Simple Estimator for the Correlated Random Coefficient Model
De Blander, Rembert - 2012
This note presents an estimator for the linear correlated random coefficient model which is an extension of Garen's (1984) selectivity bias method. The choice between the proposed estimator and IV estimation reflects a trade-off between efficiency and first-stage reduced form robustness
Persistent link: https://www.econbiz.de/10013098520