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A Note on Additive Separability and Latent Index Models of Binary Choice: Representation Results

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  • Edward Vytlacil

Abstract

The standard binary choice model in econometrics has the choice determined by a latent index crossing a threshold. The latent index is almost always assumed to be additively separable in observable and unobservable regressors, and most commonly linear in all regressors. This note provides a class of non-separable latent index functions which will have equivalent representations as additively separable or linear index functions. These results demonstrate that assuming a linear or additively separable latent index function is less restrictive than previously recognized. Copyright 2006 Blackwell Publishing Ltd.

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Bibliographic Info

Article provided by Department of Economics, University of Oxford in its journal Oxford Bulletin of Economics and Statistics.

Volume (Year): 68 (2006)
Issue (Month): 4 (08)
Pages: 515-518

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Handle: RePEc:bla:obuest:v:68:y:2006:i:4:p:515-518

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Cited by:
  1. Klein, Tobias J., 2007. "Heterogeneous Treatment Effects: Instrumental Variables without Monotonicity?," IZA Discussion Papers 2738, Institute for the Study of Labor (IZA).
  2. James J. Heckman & Sergio Urzua & Edward Vytlacil, 2009. "Understanding Instrumental Variables in Models with Essential Heterogeneity," Working Papers 200941, Geary Institute, University College Dublin.
  3. Azeem Shaikh & Edward Vytlacil, 2005. "Threshold Crossing Models and Bounds on Treatment Effects: A Nonparametric Analysis," NBER Technical Working Papers 0307, National Bureau of Economic Research, Inc.
  4. Stefan Boes, 2007. "Nonparametric Analysis of Treatment Effects in Ordered Response Models," SOI - Working Papers 0709, Socioeconomic Institute - University of Zurich.
  5. Stefan Boes, 2013. "Nonparametric analysis of treatment effects in ordered response models," Empirical Economics, Springer, vol. 44(1), pages 81-109, February.

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