Evaluating the performance of simple estimators for probit models with two dummy endogenous regressors

DOI10.1080/00949655.2011.652631zbMath1431.62628OpenAlexW1982313991MaRDI QIDQ2862412

Anders Holm, Jacob Nielsen Arendt

Publication date: 15 November 2013

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949655.2011.652631

zbMATH Keywords

endogeneityselectiontwo-step estimationmultivariate probithealth care use

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Related Items

Testing parameter significance in instrumental variables probit estimators: some simulation

Uses Software

• Stata
• mvprobit

Cites Work

• Unnamed Item
• Partial observability in bivariate probit models
• Estimation of sample selection bias models by the maximum likelihood estimator and Heckman's two-step estimator
• Shadow Prices, Market Wages, and Labor Supply
• Dummy Endogenous Variables in a Simultaneous Equation System
• A Computationally Practical Simulation Estimator for Panel Data
• Statistical Models and Causal Inference
• Joint Estimation of Relationships Involving Discrete Random Variables

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