Estimation of a semiparametric recursive bivariate probit model in the presence of endogeneity

DOI10.1002/cjs.10100zbMath1219.62068OpenAlexW1981665692MaRDI QIDQ3087590

Rosalba Radice, Giampiero Marra

Publication date: 16 August 2011

Published in: Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/cjs.10100

zbMATH Keywords

binary dataaverage treatment effectpenalized regression splinesimultaneous equation estimationrecursive bivariate probit modelidentification by functional form

Mathematics Subject Classification ID

Related Items (13)

On \(p\)-values for semiparametric bivariate probit models ⋮ Estimation of a regression spline sample selection model ⋮ Copula regression spline models for binary outcomes ⋮ Identification in a generalization of bivariate probit models with dummy endogenous regressors ⋮ Multivariate effect priors in bivariate semiparametric recursive Gaussian models ⋮ Estimating the impact of medical care usage on work absenteeism by a trivariate probit model with two binary endogenous explanatory variables ⋮ A joint regression modeling framework for analyzing bivariate binary data in \(\mathsf{R}\) ⋮ A penalized likelihood estimation approach to semiparametric sample selection binary response modeling ⋮ The bivariate probit model, maximum likelihood estimation, pseudo true parameters and partial identification ⋮ Testing the hypothesis of absence of unobserved confounding in semiparametric bivariate probit models ⋮ A semiparametric bivariate probit model for joint modeling of outcomes in STEMI patients ⋮ Estimation of a Semiparametric Recursive Bivariate Probit Model with Nonparametric Mixing ⋮ A Bayesian multivariate partially linear single-index probit model for ordinal responses

Uses Software

• R
• VGAM
• gss
• SemiPar
• SemiParBIVProbit
• gamair

Cites Work

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• Flexible smoothing with \(B\)-splines and penalties. With comments and a rejoinder by the authors
• Identification of Causal Effects Using Instrumental Variables
• A Note About Models for Selectivity Bias
• Dummy Endogenous Variables in a Simultaneous Equation System
• Numerical Optimization
• Semiparametric Regression
• Effect of Insurance on Mortality in an HIV-Positive Population in Care
• Smoothing Spline Gaussian Regression: More Scalable Computation via Efficient Approximation
• Bootstrap confidence intervals for smoothing splines and their comparison to bayesian confidence intervals
• Stable and Efficient Multiple Smoothing Parameter Estimation for Generalized Additive Models
• Smoothing spline ANOVA models

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