Estimation of Limited Dependent Variable Models With Dummy Endogenous Regressors

@article{Angrist2001EstimationOL,
  title={Estimation of Limited Dependent Variable Models With Dummy Endogenous Regressors},
  author={Joshua David Angrist},
  journal={Journal of Business \& Economic Statistics},
  year={2001},
  volume={19},
  pages={2 - 28}
}
  • J. Angrist
  • Published 2001
  • Economics
  • Journal of Business & Economic Statistics
Applied economists have long struggled with the question of how to accommodate binary endogenous regressors in models with binary and nonnegative outcomes. I argue here that much of the difculty with limited dependent variables comes from a focus on structural parameters, such as index coefcients, instead of causal effects. Once the object of estimation is taken to be the causal effect of treatment, several simple strategies are available. These include conventional two-stage least squares… Expand
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