Tatiana Komarova, William Matcham
arXiv 5 Nov 2025 · Econometrics
arXiv:2511.03418 · PDF · DOI · OpenAlex · Extracted main text
We analyze multivariate ordered discrete response models with a lattice structure, modeling decision makers who narrowly bracket choices across multiple dimensions. These models map latent continuous processes into discrete responses using functionally independent decision thresholds. In a semiparametric framework, we model latent processes as sums of covariate indices and unobserved errors, deriving conditions for identifying parameters, thresholds, and the joint cumulative distribution function of errors. For the parametric bivariate probit case, we separately derive identification of regression parameters and thresholds, and the correlation parameter, with the latter requiring additional covariate conditions. We outline estimation approaches for semiparametric and parametric models and present simulations illustrating the performance of estimators for lattice models.
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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 | Chen, Songnian and Khan, Shakeeb (2003) Rates of convergence for estimating regression coefficients in heteroskedastic discrete response models | 1.000 | 10 | 3 | 100% |
| 2 | Arthur Lewbel (2000) Semiparametric qualitative response model estimation with unknown heteroscedasticity or instrumental variables | 1.000 | 8 | 3 | 100% |
| 3 | Coppejans, Mark (2007) On the identification and estimation of ordered response models | 1.000 | 7 | 4 | 100% |
| 4 | Charles F. Manski (1985) Semiparametric analysis of discrete response: Asymptotic properties of the maximum score estimator | 0.928 | 5 | 4 | 80% |
| 5 | Lee, M.-J (1992) Median regression for ordered discrete response | 0.928 | 4 | 3 | 100% |
| 6 | Charles F. Manski (1975) The Maximum Score Estimator of the Stochastic Utility Model of Choice | 0.928 | 4 | 3 | 100% |
| 7 | Malmendier, Ulrike and Nagel, Stephan (2011) Depression babies: Do macroeconomic experiences affect risk-taking? | 0.874 | 5 | 2 | 100% |
| 8 | Manski, Charles F (1988) Identification of Binary Response Models | 0.843 | 4 | 3 | 75% |
| 9 | Greene, William H. and Hensher, David A (2010) Modeling Ordered Choices: A Primer | 0.811 | 4 | 2 | 100% |
| 10 | Ferdous, Nazneen and Eluru, Naveen and Bhat, Chandra R. and Meloni,… (2010) A multivariate ordered-response model system for adults' weekday activity episode generation by activity purpose and social cont… | 0.737 | 3 | 2 | 100% |
Showing the top 10 of 36 scored citations.
arXiv econ.EM papers that cite this one, ranked by how heavily they lean on it.
| Citing paper | Intensity | Mentions | Sections | |
|---|---|---|---|---|
| 1 | Multivariate ordered discrete response models with two layers of dependence | 0.644 | 4 | 1 |