Identification and Decompositions in Probit and Logit Models

Probit and logit models typically require a normalization on the error variance for model identification. This paper shows that in the context of sample mean probability decompositions, error variance normalizations preclude estimation of the effects of group differences in the latent variable model parameters. An empirical example is provided for a model in which the error variances are identified. This identification allows the effects of group differences in the latent variable model parameters to be estimated

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Year of publication:	2017
Authors:	Choe, Chung
Other Persons:	Jung, Seeun (contributor) ; Oaxaca, Ronald L. (contributor)
Publisher:	[2017]: [S.l.] : SSRN
Subject:	Logit-Modell \| Logit model \| Theorie \| Theory \| Dekompositionsverfahren \| Decomposition method \| Probit-Modell \| Probit model \| Mikroökonometrie \| Microeconometrics

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