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There exist a number of important applications in which interest centers on the sign rather than the overall shape of a mean regression. These include certain decision-making problems as well as the problems of calibration and econometric equation inversion. We show that the sign of a mean...
Persistent link: https://www.econbiz.de/10014122837
This study presents several extensions of the most familiar models for count data, the Poisson and negative binomial models. We develop an encompassing model for two well known variants of the negative binomial model (the NB1 and NB2 forms). We then propose some alternative approaches to the...
Persistent link: https://www.econbiz.de/10014026127
This paper estimates the average structural function and partial effects of endogenous regressors in binary response models using a special regressor. We present formal asymptotic theory for the proposed logistic series estimator and estimate migration probabilities within the US
Persistent link: https://www.econbiz.de/10012927937
Causal effects of a policy change on hazard rates of a duration outcome variable are not identified from a comparison of spells before and after the policy change, if there is unobserved heterogeneity in the effects and no model structure is imposed. We develop a discontinuity approach that...
Persistent link: https://www.econbiz.de/10010403911
Causal effects of a policy change on hazard rates of a duration outcome variable are not identified from a comparison of spells before and after the policy change, if there is unobserved heterogeneity in the effects and no model structure is imposed. We develop a discontinuity approach that...
Persistent link: https://www.econbiz.de/10010530519
Causal effects of a policy change on the hazard rates of a duration outcome variable are not identified from a comparison of spells before and after the policy change when there is unobserved heterogeneity in the effects and no model structure is imposed. We develop a discontinuity approach that...
Persistent link: https://www.econbiz.de/10011817634
Causal effects of a policy change on hazard rates of a duration outcome variable are not identified from a comparison of spells before and after the policy change if there is unobserved heterogeneity in the effects and no model structure is imposed. We develop a discontinuity approach that...
Persistent link: https://www.econbiz.de/10012315701
We develop novel regression discontinuity inferences where the binary treatment and/or continuous assignment variable may contain measurement errors. For a measurement error of the binary treatment, the standard estimator is inconsistent for the causal parameter. To solve the problem, we develop...
Persistent link: https://www.econbiz.de/10012931873
This paper proposes a novel distribution-free maximum likelihood estimator for binary and ordered response models and evaluates its finite sample performance in a Monte Carlo simulation. In the simulation, where ordered response models are considered, the main focus is on estimating the effect...
Persistent link: https://www.econbiz.de/10013306585
For estimating regression function we can use many proceedings. In this paper, we have chosen to apply scaling functions to the estimation of regression functions. When one knows many bivariate date with the values of two variables, in the goal to express a correlation between the two variables...
Persistent link: https://www.econbiz.de/10014051848