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Changes-in-Changes for Ordered Choice Models with Underreporting

存在少报的有序选择模型中的变化中的变化

We develop a Difference-in-Differences framework for discrete, ordered outcomes subject to underreporting. Such outcomes commonly arise in self-reported surveys on socially undesirable or stigmatized behaviors, where respondents may conceal their true behavior. For a discrete Changes-in-Changes model that is shown to admit an equivalent threshold-crossing representation, we derive nonparametric bounds for the counterfactual and factual outcome distributions as well as for…

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Testing for quantile sample selection

条件分位数中的样本选择检验

Summary This paper provides distribution free tests for detecting sample selection in conditional quantile functions. The first test is an omitted predictor test with the propensity score as the omitted variable. In the case of rejection we cannot distinguish between rejection due to genuine selection or to misspecification. Thus, we suggest a second test using only individuals with propensity score close to one. The latter relies on an ‘identification at infinity’ argument,…

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Modeling heaped duration data: An application to neonatal mortality

堆积报告的持续时间数据建模:新生儿死亡率应用

In 2005, the Indian Government launched a conditional cash-incentive program to encourage institutional delivery. This paper studies the effects of the program on neonatal mortality using district-level household survey data. We model mortality using survival analysis, paying special attention to substantial heaping, a form of measurement error, present in the data. The main objective of this paper is to provide a set of sufficient conditions for identification and…

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Testing for monotonicity under endogeneity

存在内生性时的单调性检验

This paper develops a test for monotonicity of nonparametric regression models under endogeneity, which in its generality is novel in the literature. The test statistic, which is built upon a second order U-process, introduces ‘correction terms’ based on control functions that purge the endogeneity. The test has a non-standard asymptotic distribution from which asymptotic critical values can directly be derived. Furthermore, the test statistic is extended to accommodate…

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