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A Bivariate Ordered Probit Estimator with Mixed Effects

Author

Listed:
  • Franz Buscha

    (Centre of Employment Research, University of Westminster)

  • Anna Conte

    (Strategic Interaction Group, Max-Planck-Institut für Ökonomik, Jena)

Abstract

In this paper, we discuss the derivation and application of a bivariate ordered probit model with mixed effects. Our approach allows one to estimate the distribution of the effect (gamma) of an endogenous ordered variable on an ordered explanatory variable. By allowing gamma to vary over the population, our estimator offers a more flexible parametric setting to recover the causal effect of an endogenous variable in an ordered choice setting. We use Monte Carlo simulations to examine the performance of the maximum likelihood estimator of our system and apply this to a relevant example from the UK education literature.

Suggested Citation

  • Franz Buscha & Anna Conte, 2009. "A Bivariate Ordered Probit Estimator with Mixed Effects," Jena Economics Research Papers 2009-103, Friedrich-Schiller-University Jena.
    • Handle: RePEc:jrp:jrpwrp:2009-103
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    File URL: https://oweb.b67.uni-jena.de/Papers/jerp2009/wp_2009_103.pdf
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    Citations

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    Cited by:

    1. Steve Bradley & Rob Crouchley, 2020. "The effects of test scores and truancy on youth unemployment and inactivity: a simultaneous equations approach," Empirical Economics, Springer, vol. 59(4), pages 1799-1831, October.
    2. Steven Bradley & Robert Crouchley, 2017. "The effects of test scores and truancy on youth unemployment and inactivity: A simultaneous equations approach," Working Papers 189398493, Lancaster University Management School, Economics Department.
    3. Maietta, Ornella Wanda & Gorgitano, Maria Teresa, 2016. "School meals and pupil satisfaction. Evidence from Italian primary schools," Food Policy, Elsevier, vol. 62(C), pages 41-55.
    4. Maria Teresa Gorgitano & Ornella Wanda Maietta, 2015. "School Meals and Children Satisfaction. Evidence from Italian Primary Schools," CSEF Working Papers 405, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.

    More about this item

    Keywords

    : bivariate ordered probit; maximum likelihood; mixed effects; truancy;
    All these keywords.

    JEL classification:

    • C35 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Discrete Regression and Qualitative Choice Models; Discrete Regressors; Proportions
    • C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation
    • I20 - Health, Education, and Welfare - - Education - - - General

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