A Bivariate Ordered Probit Estimator with Mixed Effects

Franz Buscha () and Anna Conte

No 2009-103, Jena Economics Research Papers from Friedrich-Schiller-University Jena

Abstract: In this paper, we discuss the derivation and application of a bivariate ordered probit model with mixed effects. Our approach allows one to estimate the distribution of the effect (gamma) of an endogenous ordered variable on an ordered explanatory variable. By allowing gamma to vary over the population, our estimator offers a more flexible parametric setting to recover the causal effect of an endogenous variable in an ordered choice setting. We use Monte Carlo simulations to examine the performance of the maximum likelihood estimator of our system and apply this to a relevant example from the UK education literature.

Keywords: : bivariate ordered probit; maximum likelihood; mixed effects; truancy (search for similar items in EconPapers)
JEL-codes: C35 C51 I20 (search for similar items in EconPapers)
Date: 2009-12-21
New Economics Papers: this item is included in nep-ecm
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Citations: View citations in EconPapers (4)

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Persistent link: https://EconPapers.repec.org/RePEc:jrp:jrpwrp:2009-103

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