Partial identification in binary response models with nonignorable nonresponses

This study investigates the identification of parameters in semiparametric binary response models of the form y=1(x′β+v+ε>0) when there are nonignorable nonresponses. We propose an estimation procedure for the identified set, the set of parameters that are observationally indistinguishable from the true value β, based on the special regressor approach of Lewbel (2000). We show that the estimator for the identified set is consistent in the Hausdorff metric.

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Year of publication:	2013
Authors:	Hoshino, Tadao
Published in:	Economics Letters. - Elsevier, ISSN 0165-1765. - Vol. 121.2013, 1, p. 74-78
Publisher:	Elsevier
Subject:	Semiparametric binary response models \| Nonignorable nonresponses \| Special regressor approach \| Partial identification

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Type of publication:	Article
Classification:	C13 - Estimation ; C14 - Semiparametric and Nonparametric Methods ; C25 - Discrete Regression and Qualitative Choice Models
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10011041560