Estimating Derivatives in Nonseparable Models With Limited Dependent Variables

Joseph G. Altonji, Hidehiko Ichimura, Taisuke Otsu

研究成果: Comment/debate査読

10 被引用数 (Scopus)

抄録

We present a simple way to estimate the effects of changes in a vector of observable variables X on a limited dependent variable Y when Y is a general nonseparable function of X and unobservables, and X is independent of the unobservables. We treat models in which Y is censored from above, below, or both. The basic idea is to first estimate the derivative of the conditional mean of Y given X at x with respect to x on the uncensored sample without correcting for the effect of x on the censored population. We then correct the derivative for the effects of the selection bias. We discuss nonparametric and semiparametric estimators for the derivative. We also discuss the cases of discrete regressors and of endogenous regressors in both cross section and panel data contexts.

本文言語English
ページ(範囲)1701-1719
ページ数19
ジャーナルEconometrica
80
4
DOI
出版ステータスPublished - 2012 7
外部発表はい

ASJC Scopus subject areas

  • 経済学、計量経済学

フィンガープリント

「Estimating Derivatives in Nonseparable Models With Limited Dependent Variables」の研究トピックを掘り下げます。これらがまとまってユニークなフィンガープリントを構成します。

引用スタイル