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Subject
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directed acyclic graph 1 extended skew-normal distribution 1 hidden truncation 1 instrumental variables 1 self-selection 1 unobserved confounder 1
Online availability
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Free 1
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Book / Working Paper 1
Language
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English 1
Author
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Capobianco, Rosa 1 Stanghellini, Elena 1 Stingo, Francesco Claudio 1
Institution
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Dipartimento di Economia, Università degli Studi di Perugia 1
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Quaderni del Dipartimento di Economia, Finanza e Statistica 1
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RePEc 1
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On the estimation of a binary response model in a selected population
Stanghellini, Elena; Stingo, Francesco Claudio; … - Dipartimento di Economia, Università degli Studi di Perugia - 2008
A generalization of the Probit model is presented, with the extended skew-normal cumulative distribution as a link function, which can be used for modelling a binary response variable in the presence of selectivity bias. The estimate of the parameters via ML is addressed, and inference on the...
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