A practical comparison of the bivariate probit and linear IV estimators
A practical comparison of the bivariate probit and linear IV estimators
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DOI：
10.1016/j.econlet.2012.08.037
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发表时间：
2012-12-01
影响因子：
2
通讯作者：
Lokshin, Michael
中科院分区：
文献类型：
--
作者：
Chiburis, Richard C.;Das, Jishnu;Lokshin, Michael
本文比较了具有内生二元处理和二元结果的模型中线性IV和二元概率的渐近和有限样本性质。这些结果为模型规格的选择提供了指导，并有助于解释根据所选规格的不同，估计值之间的巨大差异。(C)2012爱思唯尔B.V.保留所有权利。
This paper compares asymptotic and finite sample properties of linear IV and bivariate probit in models with an endogenous binary treatment and binary outcome. The results provide guidance on the choice of model specification and help to explain large differences in the estimates depending on the specification chosen. (C) 2012 Elsevier B.V. All rights reserved.