Partial Identification in Monotone Binary Models: Discrete Regressors and Interval Data
We investigate identification in semi-parametric binary regression models, y = 1(xβ+υ+ε > 0) when υ is either discrete or measured within intervals. The error term ε is assumed to be uncorrelated with a set of instruments z, ε is independent of υ conditionally on x and z, and the support of −(xβ + ε) is finite. We provide a sharp characterization of the set of observationally equivalent parameters β. When there are as many instruments z as variables x, the bounds of the identified intervals of the different scalar components β k of parameter β can be expressed as simple moments of the data. Also, in the case of interval data, we show that additional information on the distribution of υ within intervals shrinks the identified set. Specifically, the closer the conditional distribution of υ given z is to uniformity, the smaller is the identified set. Point identified is achieved if and only if υ is uniform within intervals. Copyright 2008, Wiley-Blackwell.
Volume (Year): 75 (2008)
Issue (Month): 3 ()
|Contact details of provider:|| |
References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Andrew Chesher, 2005.
"Nonparametric Identification under Discrete Variation,"
Econometric Society, vol. 73(5), pages 1525-1550, 09.
- Andrew Chesher, 2003. "Nonparametric identification under discrete variation," CeMMAP working papers CWP19/03, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Bierens, Herman J. & Hartog, Joop, 1988.
"Non-linear regression with discrete explanatory variables, with an application to the earnings function,"
Journal of Econometrics,
Elsevier, vol. 38(3), pages 269-299, July.
- Bierens, H.J. & Hartog, J.A., 1988. "Nonlineair regression with discrete explanatory variables : with an application to the earnings function," Serie Research Memoranda 0003, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
- Arellano, Manuel & Meghir, Costas, 1992.
"Female Labour Supply and On-the-Job Search: An Empirical Model Estimated Using Complementary Data Sets,"
Review of Economic Studies,
Wiley Blackwell, vol. 59(3), pages 537-59, July.
- M Arellano & Costas Megir & Mary Silles, 1990. "Female Labour Supply and On-the-Job Search: An Empirical Model Estimated using Complementary Data Sets," CEP Discussion Papers dp0009, Centre for Economic Performance, LSE.
- Leamer, Edward E, 1987.
"Errors in Variables in Linear Systems,"
Econometric Society, vol. 55(4), pages 893-909, July.
- Green, Donald & Jacowitz, Karen E. & Kahneman, Daniel & McFadden, Daniel, 1998.
"Referendum contingent valuation, anchoring, and willingness to pay for public goods,"
Resource and Energy Economics,
Elsevier, vol. 20(2), pages 85-116, June.
- Donald Green & Karen Jacowitz & Daniel Kahneman & Daniel McFadden, 1995. "Referendum Contingent Valuation, Anchoring, and Willingness to Pay for Public Goods," Working Papers _010, University of California at Berkeley, Econometrics Laboratory Software Archive.
- Bo E. Honore & Arthur Lewbel, 2002.
"Semiparametric Binary Choice Panel Data Models Without Strictly Exogeneous Regressors,"
Econometric Society, vol. 70(5), pages 2053-2063, September.
- Bo E. Honore & Arthur Lewbel, 1998. "Semiparametric Binary Choice Panel Data Models without Strictly Exogeneous Regressors," Boston College Working Papers in Economics 455, Boston College Department of Economics, revised 22 Sep 2001.
- 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.
- Arthur Lewbel, 1999. "Semiparametric Qualitative Response Model Estimation with Unknown Heteroskedasticity or Instrumental Variables," Boston College Working Papers in Economics 454, Boston College Department of Economics.
- Charles F. Manski & Elie Tamer, 2002. "Inference on Regressions with Interval Data on a Regressor or Outcome," Econometrica, Econometric Society, vol. 70(2), pages 519-546, March.
When requesting a correction, please mention this item's handle: RePEc:oup:restud:v:75:y:2008:i:3:p:835-864. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Oxford University Press)or (Christopher F. Baum)
If references are entirely missing, you can add them using this form.