Parametric Nonlinear Regression with Endogenous Switching
Parametric Nonlinear Regression with Endogenous Switching
复制标题
具有内生切换的参数非线性回归
DOI：
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发表时间：
2009
期刊：
影响因子：
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通讯作者：
J. Terza
中科院分区：
文献类型：
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作者：
J. Terza
基于Olsen(1980)对线性情形的深入研究，建立了一个通用的统一框架，该框架简单地将Heckman(1974,1976,1978,1979)的经典方法推广到一大类涉及内生转换及其两个最常见的体现--内生样本选择和内生处理效应的非线性回归模型。这种方法应该会吸引应用研究人员，原因有三个。首先，涉及内生转换的计量经济学应用比比皆是。其次，该方法既不需要回归函数的线性，也不需要模型的完全参数说明。事实上，它可以在最小的参数假设下应用--即，只说明结果和切换变量的条件均值。最后，它服从于相对简单的估计方法。文中还讨论了该方法的应用实例。
Based on the insightful work of Olsen (1980) for the linear context, a generic and unifying framework is developed that affords a simple extension of the classical method of Heckman (1974, 1976, 1978, 1979) to a broad class of nonlinear regression models involving endogenous switching and its two most common incarnations, endogenous sample selection and endogenous treatment effects. The approach should be appealing to applied researchers for three reasons. First, econometric applications involving endogenous switching abound. Secondly, the approach requires neither linearity of the regression function nor full parametric specification of the model. It can, in fact, be applied under the minimal parametric assumptions—i.e., specification of only the conditional means of the outcome and switching variables. Finally, it is amenable to relatively straightforward estimation methods. Examples of applications of the method are discussed.
非法药物的使用和急诊室的使用。
影响因子：
3.4
作者：
McGeary,KA;French,MT
通讯作者：
French,MT