Semiparametric Selection Models With Binary Outcomes PDF Download

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Semiparametric Estimator for Binary-Outcome Sample Selection

Semiparametric Estimator for Binary-Outcome Sample Selection
Author: Jin-Young Choi
Publisher:
Total Pages: 0
Release: 2018
Genre:
ISBN:

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A semiparametric estimator for binary-outcome sample-selection models is proposed that imposes only single index assumptions on the selection and outcome equations without specifying the error term distribution. I adopt the idea in Lewbel (2000) using a 'special regressor' to transform the binary response Y so that the transformed Y becomes linear in the latent index, which then makes it possible to remove the selection correction term by differencing the transformed Y equation. There are various versions of the estimator, which perform differently trading off bias and variance. A simulation study is conducted, and then I apply the estimators to US presidential election data in 2008 and 2012 to assess the impact of racial prejudice on the elections, as a black candidate was involved for the first time ever in the US history.


Microeconometrics

Microeconometrics
Author: A. Colin Cameron
Publisher: Cambridge University Press
Total Pages: 1058
Release: 2005-05-09
Genre: Business & Economics
ISBN: 1139444867

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This book provides the most comprehensive treatment to date of microeconometrics, the analysis of individual-level data on the economic behavior of individuals or firms using regression methods for cross section and panel data. The book is oriented to the practitioner. A basic understanding of the linear regression model with matrix algebra is assumed. The text can be used for a microeconometrics course, typically a second-year economics PhD course; for data-oriented applied microeconometrics field courses; and as a reference work for graduate students and applied researchers who wish to fill in gaps in their toolkit. Distinguishing features of the book include emphasis on nonlinear models and robust inference, simulation-based estimation, and problems of complex survey data. The book makes frequent use of numerical examples based on generated data to illustrate the key models and methods. More substantially, it systematically integrates into the text empirical illustrations based on seven large and exceptionally rich data sets.


Multivariate Semiparametric Regression Models for Longitudinal Data

Multivariate Semiparametric Regression Models for Longitudinal Data
Author: Zhuokai Li
Publisher:
Total Pages: 168
Release: 2014
Genre: Binary system (Mathematics)
ISBN:

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Multiple-outcome longitudinal data are abundant in clinical investigations. For example, infections with different pathogenic organisms are often tested concurrently, and assessments are usually taken repeatedly over time. It is therefore natural to consider a multivariate modeling approach to accommodate the underlying interrelationship among the multiple longitudinally measured outcomes. This dissertation proposes a multivariate semiparametric modeling framework for such data. Relevant estimation and inference procedures as well as model selection tools are discussed within this modeling framework. The first part of this research focuses on the analytical issues concerning binary data. The second part extends the binary model to a more general situation for data from the exponential family of distributions. The proposed model accounts for the correlations across the outcomes as well as the temporal dependency among the repeated measures of each outcome within an individual. An important feature of the proposed model is the addition of a bivariate smooth function for the depiction of concurrent nonlinear and possibly interacting influences of two independent variables on each outcome. For model implementation, a general approach for parameter estimation is developed by using the maximum penalized likelihood method. For statistical inference, a likelihood-based resampling procedure is proposed to compare the bivariate nonlinear effect surfaces across the outcomes. The final part of the dissertation presents a variable selection tool to facilitate model development in practical data analysis. Using the adaptive least absolute shrinkage and selection operator (LASSO) penalty, the variable selection tool simultaneously identifies important fixed effects and random effects, determines the correlation structure of the outcomes, and selects the interaction effects in the bivariate smooth functions. Model selection and estimation are performed through a two-stage procedure based on an expectation-maximization (EM) algorithm. Simulation studies are conducted to evaluate the performance of the proposed methods. The utility of the methods is demonstrated through several clinical applications.


Semiparametric Maximum Likelihood Sieve Estimator for Correction of Endogenous Truncation Bias

Semiparametric Maximum Likelihood Sieve Estimator for Correction of Endogenous Truncation Bias
Author: Nir Billfeld
Publisher:
Total Pages: 43
Release: 2018
Genre:
ISBN:

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Semiparametric correction for a sample selection bias in the presence of endogenous truncation is known to be much more difficult in the case of a binary selection variable than in the case of a continuous selection variable. This paper proposes a simple bandwidth-free semiparametric methodology to correct for a self-selection bias in a truncated sample, without any prior knowledge of the marginal density functions of the selection model's random disturbances. Each of the unknown marginal density functions is estimated using Sieve estimator, utilizing Hermite polynomials as basis functions. The aforementioned procedure is appropriate for both binary and continuous selection variables cases under the covariate shift assumption. We consider a double hurdle model, which is a combination of two selection rules. The first is propagated by a truncation in the dependent variable of the substantive equation. The second is propagated by endogenous self-selection. The suggested correction procedure produces estimates that are of high accuracy and consistent based on Monte Carlo simulations. The random disturbances are not restricted to being symmetric and their marginal distribution functions are unknown. Thus, in the data generation process we verify the applicability of our procedure to cases in which the disturbances are neither jointly nor marginally normally distributed. These disturbances are constructed as realizations of non-symmetric distribution functions.