Tatiana Komarova, William Matcham
arXiv 11 May 2022 · Econometrics
arXiv:2205.05779 · PDF · DOI · OpenAlex · Extracted main text
We introduce multivariate ordered discrete response models with general rectangular structures. From the perspective of behavioral economics, these non-lattice models correspond to broad bracketing in decision making, whereas lattice models, which researchers typically estimate in practice, correspond to narrow bracketing. In these models, we specify latent processes as a sum of an index of covariates and an unobserved error, with unobservables for different latent processes potentially correlated. We provide conditions that are sufficient for identification under the independence of errors and covariates and outline an estimation approach. We present simulations and empirical examples, with a particular focus on probit specifications.
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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 | Mark Coppejans (2007) On efficient estimation of the ordered response model | 1.000 | 6 | 3 | 100% |
| 2 | Lewbel, Arthur (2003) Ordered Response Threshold Estimation | 0.737 | 3 | 2 | 100% |
| 3 | Komarova, Tatiana and Matcham, William (2025) Multivariate Ordered Discrete Response Models with Lattice Structures self | 0.644 | 4 | 1 | 100% |
| 4 | Einav, Liran and Finkelstein, Amy and Ryan, Stephen P. and Schrimpf,… (2013) Selection on Moral Hazard in Health Insurance | 0.585 | 3 | 1 | 100% |
| 5 | Tamer, Elie (2003) Incomplete Simultaneous Discrete Response Model with Multiple Equilibria | 0.585 | 3 | 1 | 100% |
| 6 | Anderson, J. A (1984) Regression and Ordered Categorical Variables | 0.511 | 2 | 1 | 100% |
| 7 | Handel, Benjamin R (2013) Adverse Selection and Inertia in Health Insurance Markets: When Nudging Hurts | 0.511 | 2 | 1 | 100% |
| 8 | Chen, Songnian and Khan, Shakeeb (2003) Rates of convergence for estimating regression coefficients in heteroskedastic discrete response models | 0.511 | 2 | 1 | 100% |
| 9 | Cunha, Flavio and Heckman, James J. and Navarro, Salvador (2007) The Identification and Economic Content of Ordered Choice Models with Stochastic Thresholds | 0.511 | 2 | 1 | 100% |
| 10 | Foster, Kevin and Greene, Claire and Stavins, Joanna (2021) The 2020 Survey of Consumer Payment Choice: Summary Results | 0.511 | 2 | 1 | 100% |
Showing the top 10 of 56 scored citations.