IDEAS home Printed from https://ideas.repec.org/p/hal/wpaper/hal-01691487.html
   My bibliography  Save this paper

A SAS macro to perform Dong and Lewbel's "Simple Estimator for Binary Choice Models" (2015)

Author

Listed:
  • Nicolas Moreau

    (CEMOI - Centre d'Économie et de Management de l'Océan Indien - UR - Université de La Réunion)

Abstract

This paper presents a SAS macro to estimate Dong and Lewbel's " Simple Estimator for Binary Choice Models with Endogenous Regressors " (2015) on cross-section data.

Suggested Citation

  • Nicolas Moreau, 2018. "A SAS macro to perform Dong and Lewbel's "Simple Estimator for Binary Choice Models" (2015)," Working Papers hal-01691487, HAL.
    • Handle: RePEc:hal:wpaper:hal-01691487
    Note: View the original document on HAL open archive server: https://hal.science/hal-01691487
    as

    Download full text from publisher

    File URL: https://hal.science/hal-01691487/document
    Download Restriction: no
    ---><---

    References listed on IDEAS

    as
    1. Arthur Lewbel & Yingying Dong & Thomas Tao Yang, 2012. "Comparing features of convenient estimators for binary choice models with endogenous regressors," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 45(3), pages 809-829, August.
    2. Christopher Baum & Yingying Dong & Arthur Lewbel & Tao Yang, 2012. "Binary choice models with endogenous regressors," SAN12 Stata Conference 9, Stata Users Group.
    3. Yingying Dong & Arthur Lewbel, 2015. "A Simple Estimator for Binary Choice Models with Endogenous Regressors," Econometric Reviews, Taylor & Francis Journals, vol. 34(1-2), pages 82-105, February.
    4. Lewbel, Arthur, 2000. "Semiparametric qualitative response model estimation with unknown heteroscedasticity or instrumental variables," Journal of Econometrics, Elsevier, vol. 97(1), pages 145-177, July.
    5. Arthur Lewbel & Yingying Dong & Thomas Tao Yang, 2012. "Viewpoint: Comparing features of convenient estimators for binary choice models with endogenous regressors," Canadian Journal of Economics, Canadian Economics Association, vol. 45(3), pages 809-829, August.
    6. Lewbel, Arthur & Schennach, Susanne M., 2007. "A simple ordered data estimator for inverse density weighted expectations," Journal of Econometrics, Elsevier, vol. 136(1), pages 189-211, January.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Bontemps, Christophe & Nauges, Céline, 2017. "Endogenous Variables in Binary Choice Models: Some Insights for Practitioners," TSE Working Papers 17-855, Toulouse School of Economics (TSE).
    2. Stefano Iandolo & Anna Ferragina, 2021. "International activities and innovation: Evidence from Italy with a special regressor approach," The World Economy, Wiley Blackwell, vol. 44(11), pages 3300-3325, November.
    3. Marianna Succurro & Giuseppina Damiana Costanzo, 2019. "Ownership structure and firm patenting activity in Italy," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 9(2), pages 239-266, June.
    4. Arthur Lewbel, 2012. "An Overview of the Special Regressor Method," Boston College Working Papers in Economics 810, Boston College Department of Economics.
    5. Augusto Mendoza Calderón, 2017. "El Efecto del Empleo sobre la Violencia Doméstica: Evidencia para las Mujeres Peruanas," Working Papers 99, Peruvian Economic Association.
    6. Yingying Dong & Arthur Lewbel, 2015. "A Simple Estimator for Binary Choice Models with Endogenous Regressors," Econometric Reviews, Taylor & Francis Journals, vol. 34(1-2), pages 82-105, February.
    7. Manuel Denzer, 2019. "Estimating Causal Effects in Binary Response Models with Binary Endogenous Explanatory Variables - A Comparison of Possible Estimators," Working Papers 1916, Gutenberg School of Management and Economics, Johannes Gutenberg-Universität Mainz.
    8. Sucharita Ghosh & Emanuele Grassi, 2020. "Overeducation and overskilling in the early careers of PhD graduates: Does international migration reduce labour market mismatch?," Papers in Regional Science, Wiley Blackwell, vol. 99(4), pages 915-944, August.
    9. Ruyssen, Ilse & Salomone, Sara, 2018. "Female migration: A way out of discrimination?," Journal of Development Economics, Elsevier, vol. 130(C), pages 224-241.
    10. Lewbel, Arthur & Yang, Thomas Tao, 2016. "Identifying the average treatment effect in ordered treatment models without unconfoundedness," Journal of Econometrics, Elsevier, vol. 195(1), pages 1-22.
    11. Pignatel, Isabelle & Tchakoute Tchuigoua, Hubert, 2020. "Microfinance institutions and International Financial Reporting Standards: An exploratory analysis," Research in International Business and Finance, Elsevier, vol. 54(C).
    12. Li, Chuhui & Poskitt, D.S. & Zhao, Xueyan, 2019. "The bivariate probit model, maximum likelihood estimation, pseudo true parameters and partial identification," Journal of Econometrics, Elsevier, vol. 209(1), pages 94-113.
    13. Diarra, Lacina & Dessy, Sylvain, 2018. "Land Tenure Security and Non-Agricultural Sector Employment: Household-level Evidence from Uganda," 2018 Annual Meeting, August 5-7, Washington, D.C. 274240, Agricultural and Applied Economics Association.
    14. Changhui Kang & Myoung-jae Lee, 2014. "Estimation of Binary Response Models With Endogenous Regressors," Pacific Economic Review, Wiley Blackwell, vol. 19(4), pages 502-530, October.
    15. Arthur Lewbel & Thomas Tao Yang, 2013. "Identifying the Average Treatment Effect in a Two Threshold Model," Boston College Working Papers in Economics 825, Boston College Department of Economics.
    16. Olfa KAMMOUN & Mohieddine RAHMOUNI, 2013. "Intellectual Property Rights, Appropriation Instruments and Innovation Activities: Evidence from Tunisian Firms," Cahiers du GREThA (2007-2019) 2013-01, Groupe de Recherche en Economie Théorique et Appliquée (GREThA).
    17. Yao, Becatien H. & Shanoyan, Aleksan & Schwab, Benjamin & Amanor-Boadu, Vincent, 2022. "Mobile money, transaction costs, and market participation: evidence from Côte d’Ivoire and Tanzania," Food Policy, Elsevier, vol. 112(C).
    18. Jiaying Gu & Thomas M. Russell, 2021. "Partial Identification in Nonseparable Binary Response Models with Endogenous Regressors," Papers 2101.01254, arXiv.org, revised Jul 2022.
    19. Grilli, Luca & Murtinu, Samuele, 2018. "Selective subsidies, entrepreneurial founders' human capital, and access to R&D alliances," Research Policy, Elsevier, vol. 47(10), pages 1945-1963.
    20. Xue, Sen & Yang, Thomas Tao & Zhou, Qiankun, 2018. "Binary choice model with interactive effects," Economic Modelling, Elsevier, vol. 70(C), pages 338-350.

    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:hal:wpaper:hal-01691487. 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.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with 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: CCSD (email available below). General contact details of provider: https://hal.archives-ouvertes.fr/ .

    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.