Estimating derivatives in nonseparable models with limited dependent variables
By: Joseph G. Altonji, Hidehiko Ichimura, Taisuke Otsu.
Contributors: Ichimura, Hidehiko.; Otsu,Taisuke.; National Bureau of Economic Research.
Series: NBER working paper series -- working paper 14161; Working paper series (National Bureau of Economic Research : Online) -- working paper no. 14161.
Publisher: National Bureau of Economic Research
Published: 2008
Place of publication: Cambridge, MA
Language: eng
Format: Electronic resource
Description: "We present a simple way to estimate the effects of changes in a vector of observable variables X on a limited dependent variable Y when Y is a general nonseparable function of X and unobservables.  We treat models in which Y is censored from above or below or potentially from both.  The basic idea is to first estimate the derivative of the conditional mean of Y given X at x with respect to x on the uncensored sample without correcting for the effect of changes in x induced on the censored population.  We then correct the derivative for the effects of the selection bias.  We propose nonparametric and semiparametric estimators for the derivative.  As extensions, we discuss the cases of discrete regressors, measurement error in dependent variables, and endogenous regressors in a cross section and panel data context"--National Bureau of Economic Research web site.
Notes: Title from PDF file as viewed on 7/23/2008.

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