Partial Identification in Monotone Binary Models: Discrete Regressors and Interval Data

Thierry Magnac and Eric Maurin

No 2004-11, Working Papers from Center for Research in Economics and Statistics

Abstract: We investigate inference in semi-parametric binary regression models, y = 1(x¯ +v+² > 0) when ² is assumed uncorrelated with a set of instruments z, ² is independentof v conditionally on x and z, and the conditional support of ² is su¢ciently smallrelative to the support of v. We characterize the set of observationally equivalentparameters ¯ when interval data only are available on v or when v is discrete. Whenthere exist as many instruments z as variables x, the sets within which lie the scalarcomponents ¯k of parameter ¯ can be estimated by simple linear regressions. Also, inthe case of interval data, it is shown that additional information on the distribution ofv within intervals shrinks the identification set. Namely, the closer to uniformity thedistribution of v is, the smaller the identification set is. Point identification is achievedif and only if v is uniform within intervals.

Date: 2004
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (2)

Downloads: (external link)
http://crest.science/RePEc/wpstorage/2004-11.pdf Crest working paper version (application/pdf)

Related works:
Journal Article: Partial Identification in Monotone Binary Models: Discrete Regressors and Interval Data (2008)
Working Paper: Partial Identification in Monotone Binary Models: Discrete Regressors and Interval Data (2008)
Working Paper: Partial Identification in Monotone Binary Models: Discrete Regressors and Interval Data (2008)
Working Paper: Partial Identification in Monotone Binary Models: Discrete Regressors and Interval Data (2005)
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:crs:wpaper:2004-11

Access Statistics for this paper

More papers in Working Papers from Center for Research in Economics and Statistics Contact information at EDIRC.
Bibliographic data for series maintained by Secretariat General (publications@ensae.fr) and Murielle Jules Maintainer-Email : murielle.jules@ensae.Fr.