| 来源类型 | Working Paper |
| 规范类型 | 报告 |
| DOI | 10.3386/w14161 |
| 来源ID | Working Paper 14161 |
| Estimating Derivatives in Nonseparable Models with Limited Dependent Variables | |
| Joseph G. Altonji; Hidehiko Ichimura; Taisuke Otsu | |
| 发表日期 | 2008-07-15 |
| 出版年 | 2008 |
| 语种 | 英语 |
| 摘要 | 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. We treat models in which Y is censored from above or below or potentially from 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 changes in x induced on the censored population. We then correct the derivative for the effects of the selection bias. We propose nonparametric and semiparametric estimators for the derivative. As extensions, we discuss the cases of discrete regressors, measurement error in dependent variables, and endogenous regressors in a cross section and panel data context. |
| 主题 | Econometrics ; Estimation Methods |
| URL | https://www.nber.org/papers/w14161 |
| 来源智库 | National Bureau of Economic Research (United States) |
| 引用统计 | |
| 资源类型 | 智库出版物 |
| 条目标识符 | http://119.78.100.153/handle/2XGU8XDN/571835 |
| 推荐引用方式 GB/T 7714 | Joseph G. Altonji,Hidehiko Ichimura,Taisuke Otsu. Estimating Derivatives in Nonseparable Models with Limited Dependent Variables. 2008. |
| 条目包含的文件 | ||||||
| 文件名称/大小 | 资源类型 | 版本类型 | 开放类型 | 使用许可 | ||
| w14161.pdf（542KB） | 智库出版物 | 限制开放 | CC BY-NC-SA | 浏览 | ||
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