Smoothed binary regression quantiles
Smoothed binary regression quantiles
复制标题
DOI：
10.1002/jae.843
复制
发表时间：
2006-04
影响因子：
2.1
通讯作者：
Gregory Kordas
中科院分区：
文献类型：
--
作者：
Gregory Kordas
本文将关于平滑中位数二元回归的结果推广到一般平滑二元分位数回归，讨论了在不同假设下所得到的估计量的解释，并展示了如何使用它们来获得反事实概率的半参数估计。这些估计值适用于美国已婚妇女劳动力参与的模型。我们发现，相对于非劳动收入的弹性仅对属于有条件参与意愿（WTP）分布中间的女性显着为负。在将分位数模型与参数logit和半参数单指标规范进行比较时，我们发现这些模型在WTP分布中心周围的女性中非常一致，但当我们向分布的尾部移动时，存在相当大的分歧。版权所有©2006约翰威利父子有限公司
This paper extends results regarding smoothed median binary regression to general smoothed binary quantile regression, discusses the interpretation of the resulting estimators under alternative assumptions, and shows how they may be used to obtain semiparametric estimates of counterfactual probabilities. The estimators are applied to a model of labour force participation of married women in the USA. We find that the elasticity with respect to non-labour income is significantly negative only for women that belong to the middle of the conditional willingness-to-participate (WTP) distribution. In comparing the quantile models with parametric logit and semiparametric single-index specifications, we find that the models agree closely for women around the centre of the WTP distribution, but there are considerable disagreements as we move towards the tails of the distribution. Copyright © 2006 John Wiley & Sons, Ltd.