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Full-Text Articles in Social and Behavioral Sciences
Estimating Derivatives In Nonseparable Models With Limited Dependent Variables, Joseph G. Altonji, Hidehiko Ichimura, Taisuke Otsu
Estimating Derivatives In Nonseparable Models With Limited Dependent Variables, Joseph G. Altonji, Hidehiko Ichimura, Taisuke Otsu
Cowles Foundation Discussion Papers
We present a simple way to estimate the effects of changes in a vector of observable variables X on a limited dependent variable Y when Y is a general nonseparable function of X and unobservables. We treat models in which Y is censored from above or below or potentially from both. The basic idea is to first estimate the derivative of the conditional mean of Y given X at x with respect to x on the uncensored sample without correcting for the effect of changes in x induced on the censored population. We then correct the derivative for the effects …
Estimating Derivatives In Nonseparable Models With Limited Dependent Variables, Joseph G. Altonji, Hidehiko Ichimura, Taisuke Otsu
Estimating Derivatives In Nonseparable Models With Limited Dependent Variables, Joseph G. Altonji, Hidehiko Ichimura, Taisuke Otsu
Cowles Foundation Discussion Papers
We present a simple way to estimate the effects of changes in a vector of observable variables X on a limited dependent variable Y when Y is a general nonseparable function of X and unobservables, and X is independent of the unobservables. We treat models in which Y is censored from above, below, or both. The basic idea is to first estimate the derivative of the conditional mean of Y given X at x with respect to x on the uncensored sample without correcting for the effect of x on the censored population. We then correct the derivative for the …