IDEAS home Printed from https://ideas.repec.org/p/boc/scon12/9.html
   My bibliography  Save this paper

Binary choice models with endogenous regressors

Author

Listed:
  • Christopher Baum

    (Boston College
    DIW Berlin)

  • Yingying Dong

    (University of California Irvine)

  • Arthur Lewbel

    (Boston College)

  • Tao Yang

    (Boston College)

Abstract

Dong and Lewbel have developed the theory of simple estimators for binary choice models with endogenous or mismeasured regressors, depending on a `special regressor' as defined by Lewbel (J. Econometrics, 2000). `Control function' methods such as Stata's ivprobit are generally only valid when endogenous regressors are consistent. The estimators proposed here can be used with limited, censored, continuous or discrete endogenous regressors, and have significant advantages over alternatives such as maximum likelihood and the linear probability model. These estimators are numerically straightforward to implement. We present and demonstrate an improved version of a Stata routine that provides both estimation and post-estimation features.

Suggested Citation

  • Christopher Baum & Yingying Dong & Arthur Lewbel & Tao Yang, 2012. "Binary choice models with endogenous regressors," SAN12 Stata Conference 9, Stata Users Group.
    • Handle: RePEc:boc:scon12:9
    as

    Download full text from publisher

    File URL: http://fmwww.bc.edu/repec/san2012/baum.san2012.pdf
    Download Restriction: no
    ---><---

    More about this item

    NEP fields

    This paper has been announced in the following NEP Reports:

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:boc:scon12:9. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Christopher F Baum (email available below). General contact details of provider: https://edirc.repec.org/data/stataea.html .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.