Relaxing Monotonicity in Endogenous Selection Models and Application to Surveys
Eric Gautier
Post-Print from HAL
Abstract:
This paper considers endogenous selection models, in particular nonparametric ones. Estimating the unconditional law of the outcomes is possible when one uses instrumental variables. Using a selection equation which is additively separable in a one dimensional unobservable has the sometimes undesirable property of instrument monotonicity. We present models which allow for nonmonotonicity and are based on nonparametric random coefficients indices. We discuss their non parametric identification and apply these results to inference on nonlinear statistics such as the Gini index in surveys when the nonresponse is not missing at random.
Date: 2021-06
New Economics Papers: this item is included in nep-ecm and nep-isf
Note: View the original document on HAL open archive server: https://hal.science/hal-03306234v1
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (2)
Published in Advances in Contemporary Statistics and Econometrics, Springer International Publishing, pp.59-78, 2021, 978-3-030-73248-6. ⟨10.1007/978-3-030-73249-3_4⟩
Downloads: (external link)
https://hal.science/hal-03306234v1/document (application/pdf)
Related works:
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:hal:journl:hal-03306234
DOI: 10.1007/978-3-030-73249-3_4
Access Statistics for this paper
More papers in Post-Print from HAL
Bibliographic data for series maintained by CCSD ().