Partial identification in binary response models with nonignorable nonresponses

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Abstract

This study investigates the identification of parameters in semiparametric binary response models of the form y=1(x'β+v+ε>0) when there are nonignorable nonresponses. We propose an estimation procedure for the identified set, the set of parameters that are observationally indistinguishable from the true value β, based on the special regressor approach of Lewbel (2000). We show that the estimator for the identified set is consistent in the Hausdorff metric.

Original languageEnglish
Pages (from-to)74-78
Number of pages5
JournalEconomics Letters
Volume121
Issue number1
DOIs
Publication statusPublished - 2013 Aug 28

Keywords

  • Nonignorable nonresponses
  • Partial identification
  • Semiparametric binary response models
  • Special regressor approach

ASJC Scopus subject areas

  • Finance
  • Economics and Econometrics

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