Identification and Estimation of Triangular Simultaneous Equations Models Without Additivity

doi:10.3982/ecta7108

Cited by 341 publications

(52 citation statements)

References 63 publications

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“…Since the outcomes are multinomial, and the multinomial model is nonlinear, direct application of instrumental variable methods through, for example, two-stage least squares is not appropriate. One solution in such a setting is to follow Imbens and Newey (2009), which is a control function approach requiring the estimation of a conditional cumulative distribution function; it also requires an instrument. Koch and Tshiswaka-Kashalala (2018) apply this in estimating the demand for contraceptive efficacy.…”

Section: Potential Endogeneitymentioning

confidence: 99%

“…Unfortunately, as previously implied, an instrument is not readily available in our data. Instead, one could consider a method proposed by Dong (2010), which is similar in spirit to Imbens and Newey (2009), but does not require an instrument. However, Dong (2010) does not explicitly allow for binary endogenous variables; rather, it requires the underlying support of the estimated error associated with the endogenous variable to be large.…”

Section: Potential Endogeneitymentioning

confidence: 99%

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The impact of diabetes on labour market outcomes

Koch

Thsehla

2022

Development Southern Africa

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This study estimates the effect of diabetes on labour market outcomes (employment, unemployment and labour force paricipation) in South Africa using data from the South African General Household Survey (2018). We first examine the possibility that diabetes status is endogenous, through the application of heteroscedasticity-based instruments. Internal instruments meet the underlying diagnostic expectations, but do not consistently accept the endogeneity hypothesis. Thus, we turn to multinomial logit models, ignoring endogeneity, to estimate the effect of diabetes. Our findings indicate that diabetes has differential effects for men and women, where the magnitude of the effect tends to be larger (in absolute value) for women.

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Section: Potential Endogeneitymentioning

confidence: 99%

Section: Potential Endogeneitymentioning

confidence: 99%

The impact of diabetes on labour market outcomes

Koch

Thsehla

2022

Development Southern Africa

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show abstract

“…Moreover, the QF of interest may be conditional or marginal, counterfactual, or derived from a structural model (see, e.g., Chernozhukov et al (2013), Imbens and Newey (2009)). …”

Section: Introductionmentioning

confidence: 99%

Generic inference on quantile and quantile effect functions for discrete outcomes

Chernozhukov¹,

Fernández‐Val²,

Melly³

et al. 2017

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This paper provides a method to construct simultaneous confidence bands for quantile and quantile effect functions for possibly discrete or mixed discrete-continuous random variables. The construction is generic and does not depend on the nature of the underlying problem. It works in conjunction with parametric, semiparametric, and nonparametric modeling strategies and does not depend on the sampling schemes. It is based upon projection of simultaneous confidence bands for distribution functions. We apply our method to analyze the distributional impact of insurance coverage on health care utilization and to provide a distributional decomposition of the racial test score gap. Our analysis generates new interesting findings, and complements previous analyses that focused on mean effects only. In both applications, the outcomes of interest are discrete rendering standard inference methods invalid for obtaining uniform confidence bands for quantile and quantile effects functions.

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“…It applies to the canonical empirical DF, but also works in conjunction with modern parametric, semiparametric, and nonparametric modeling strategies, and does not depend on the sampling scheme. The QF of interest may be conditional or unconditional, counterfactual, or derived from a structural model (see, e.g., Chernozhukov et al (2013), Imbens and Newey (2009)). The only requirement is the existence of a valid method to obtain simultaneous confidence bands for DFs.…”

Section: Introductionmentioning

confidence: 99%

Generic inference on quantile and quantile effect functions for discrete outcomes

Chernozhukov¹,

Fernández‐Val²,

Melly³

et al. 2016

View full text Add to dashboard Cite

Abstract. This paper provides a method to construct simultaneous confidence bands for quantile and quantile effect functions for possibly discrete or mixed discrete-continuous random variables. The construction is generic and does not depend on the nature of the underlying problem. It works in conjunction with parametric, semiparametric, and nonparametric modeling strategies and does not depend on the sampling schemes. It is based upon projection of simultaneous confidence bands for distribution functions.We apply our method to analyze the distributional impact of insurance coverage on health care utilization and to provide a distributional decomposition of the racial test score gap. Our analysis generates new interesting findings, and complements previous analyses that focused on mean effects only. In both applications, the outcomes of interest are discrete rendering standard inference methods invalid for obtaining uniform confidence bands for quantile and quantile effects functions.

show abstract

Identification and Estimation of Triangular Simultaneous Equations Models Without Additivity

Cited by 341 publications

References 63 publications

The impact of diabetes on labour market outcomes

The impact of diabetes on labour market outcomes

Generic inference on quantile and quantile effect functions for discrete outcomes

Generic inference on quantile and quantile effect functions for discrete outcomes

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