Estimation of a Semiparametric Recursive Bivariate Probit Model with Nonparametric Mixing

DOI10.1111/anzs.12043zbMath1334.62041OpenAlexW2061348272MaRDI QIDQ2802853

Georgios Papageorgiou, Giampiero Marra, Rosalba Radice

Publication date: 27 April 2016

Published in: Australian & New Zealand Journal of Statistics (Search for Journal in Brave)

Full work available at URL: http://discovery.ucl.ac.uk/1423202/1/anzs12043.pdf

zbMATH Keywords

unobserved confoundingnonparametric maximum likelihood estimationpenalised regression splinerecursive bivariate probit model

Mathematics Subject Classification ID

Nonparametric estimation (62G05)

Related Items (1)

Multivariate effect priors in bivariate semiparametric recursive Gaussian models

Uses Software

• R
• gss
• SemiPar
• SemiParBIVProbit
• gamair

Cites Work

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