arXiv 4 Jan 2021 · Econometrics · publishedJournal of Econometrics (2022) · 7 citations (OpenAlex)
arXiv:2101.01254 · PDF · DOI · OpenAlex · Extracted main text
This paper considers (partial) identification of a variety of counterfactual parameters in binary response models with possibly endogenous regressors. Our framework allows for nonseparable index functions with multi-dimensional latent variables, and does not require parametric distributional assumptions. We leverage results on hyperplane arrangements and cell enumeration from the literature on computational geometry in order to provide a tractable means of computing the identified set. We demonstrate how various functional form, independence, and monotonicity assumptions can be imposed as constraints in our optimization procedure to tighten the identified set. Finally, we apply our method to study the effects of health insurance on the decision to seek medical treatment.
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The works this paper leans on most, across its whole bibliography — not restricted to papers in our corpus. Ranked by composite intensity, which combines how often a work is mentioned, how many sections mention it, and how much of that falls in the main text rather than the appendix.
| Reference | Intensity | Mentions | Sections | Main text | |
|---|---|---|---|---|---|
| 1 | Cho, J. and Russell, T. M (2021) Simple inference on functionals of set-identified parameters defined by linear moments self | 1.000 | 21 | 4 | 100% |
| 2 | Chesher, A. and Rosen, A. M (2014) An instrumental variable random-coefficients model for binary outcomes | 1.000 | 20 | 5 | 100% |
| 3 | Chesher, A., Rosen, A. M., and Smolinski, K (2013) An instrumental variable model of multiple discrete choice | 1.000 | 10 | 4 | 100% |
| 4 | Chesher, A. and Rosen, A. M (2017) Generalized instrumental variable models | 1.000 | 7 | 4 | 100% |
| 5 | Heckman, J. J. and Pinto, R (2018) Unordered monotonicity | 1.000 | 5 | 3 | 100% |
| 6 | Galichon, A. and Henry, M (2011) Set identification in models with multiple equilibria | 0.928 | 4 | 3 | 100% |
| 7 | Gu, J. and Koenker, R (2020) Nonparametric maximum likelihood methods for binary response models with random coefficients self | 0.874 | 10 | 2 | 100% |
| 8 | Fukuda, K. and Prodon, A (1995) Double description method revisited | 0.737 | 3 | 2 | 100% |
| 9 | Molchanov, I. S (1998) A limit theorem for solutions of inequalities | 0.737 | 3 | 2 | 100% |
| 10 | Rada, M. and Cerný, M (2018) A new algorithm for enumeration of cells of hyperplane arrangements and a comparison with avis and fukuda's reverse search | 0.737 | 3 | 2 | 100% |
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