A Bivariate Ordered Probit Estimator with Mixed Effects

In this paper, we discuss the derivation and application of a bivariate ordered probit modelwith mixed effects. Our approach allows one to estimate the distribution of the effect (gamma) of anendogenous ordered variable on an ordered explanatory variable. By allowing gamma to vary over thepopulation, our estimator offers a more flexible parametric setting to recover the causal effect of anendogenous variable in an ordered choice setting.[...]

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Year of publication:	2009
Authors:	Buscha, Franz ; Conte, Anna
Institutions:	Max-Planck-Institut für Ökonomik <Jena> / Abteilung Strategische Interaktion
Subject:	Monte-Carlo-Simulation \| Maximum-Likelihood-Schätzung \| Abwesenheit \| truancy \| Probit-Modell \| probit models

Table of Contents
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1. Introduction
2. Literature
3. Estimator
4. Monte Carlo simulations
5. Empirical example
6. Conclusion
Supplemental Materials

Persistent link: https://www.econbiz.de/10005870967