IDEAS home Printed from https://ideas.repec.org/a/taf/emetrv/v39y2020i2p196-213.html
   My bibliography  Save this article

Identification and estimation in a linear correlated random coefficients model with censoring

Author

Listed:
  • Zhengyu Zhang
  • Zequn Jin

Abstract

In this paper, we study the identification and estimation of a linear correlated random coefficients model with censoring, namely, Y=max{B0+X′B,C}, where C is a known constant or an unknown function of regressors. Here, random coefficients (B0,B) can be correlated with one or more components of X. Under a generalized conditional median restriction similar to that in Hoderlein and Sherman, we show that both the average partial effect and the average partial effect on the treated are identified. We develop estimators for the identified parameters and analyze their large sample properties. A Monte Carlo simulation indicates that our estimators perform reasonably well with small samples. We then present an application.

Suggested Citation

  • Zhengyu Zhang & Zequn Jin, 2020. "Identification and estimation in a linear correlated random coefficients model with censoring," Econometric Reviews, Taylor & Francis Journals, vol. 39(2), pages 196-213, February.
  • Handle: RePEc:taf:emetrv:v:39:y:2020:i:2:p:196-213
    DOI: 10.1080/07474938.2019.1580949
    as

    Download full text from publisher

    File URL: http://hdl.handle.net/10.1080/07474938.2019.1580949
    Download Restriction: Access to full text is restricted to subscribers.

    File URL: https://libkey.io/10.1080/07474938.2019.1580949?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Zhu, Xun & Jin, Zequn, 2023. "Some identification results in a correlated random coefficients sample selection model," Economics Letters, Elsevier, vol. 233(C).

    More about this item

    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:taf:emetrv:v:39:y:2020:i:2:p:196-213. 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: the person in charge (email available below). General contact details of provider: http://www.tandfonline.com/LECR20 .

    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.