 Binary choice models with discrete regressors: Identification and misspecificationTatiana Komarova Journal of Econometrics, 2013, vol. 177, issue 1, 14-33 Abstract: This paper explores the inferential question in semiparametric binary response models when the continuous support condition is not satisfied and all regressors have discrete support. I focus mainly on the models under the conditional median restriction, as in Manski (1985). I find sharp bounds on the components of the parameter of interest and outline several applications. The formulas for bounds obtained using a recursive procedure help analyze cases where one regressor’s support becomes increasingly dense. Furthermore, I investigate asymptotic properties of estimators of the identification set. I describe a relation between the maximum score estimation and support vector machines and propose several approaches to address the problem of empty identification sets when the model is misspecified. Keywords: Binary response models; Discrete regressors; Partial identification; Misspecification; Linear programming; Support vector machines (search for similar items in EconPapers) Downloads: (external link) Related works: Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text Persistent link: https://EconPapers.repec.org/RePEc:eee:econom:v:177:y:2013:i:1:p:14-33 DOI: 10.1016/j.jeconom.2013.05.005 Access Statistics for this article Journal of Econometrics is currently edited by T. Amemiya, A. R. Gallant, J. F. Geweke, C. Hsiao and P. M. Robinson More articles in Journal of Econometrics from Elsevier |
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