Correcting sample selection bias with categorical outcomes
分类结果的样本选择偏差校正AI 解读 ↓
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分类结果的样本选择偏差校正AI 解读 ↓
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In this paper, I propose a method for correcting sample selection bias when the outcome of interest is categorical, such as occupational choice, health status, or field of study. Classical approaches to sample selection rely on strong parametric distributional assumptions, which may be restrictive in practice. I develop a local representation that decomposes each joint probability into marginal probabilities and a category-specific association parameter that captures how selection differentially affects each outcome. Under some exclusion restrictions, I establish nonparametric point identification of the latent categorical distribution. Building on this identification result, I introduce a semiparametric multinomial logit model with sample selection, propose a computationally tractable two-step estimator, and derive its asymptotic properties. I illustrate the method by studying the determinants of healthcare utilization in Côte d'Ivoire.
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…
存在低报的有序选择模型中的变化中变化方法
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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We develop a general framework for the identification of counterfactual parameters in a class of nonlinear semiparametric panel models with fixed effects and time effects. Our method applies to models for discrete outcomes (e.g., two-way fixed effects binary choice) or continuous outcomes (e.g., censored regression), with discrete or continuous regressors. Our results do not require parametric assumptions on the error terms or time-homogeneity on the outcome equation. Our…
非线性面板模型中时变反事实参数的识别
We develop a general framework for the identification of counterfactual parameters in a class of nonlinear semiparametric panel models with fixed effects and time effects. Our method applies to models for discrete outcomes (e.g., two-way fixed effects binary choice) or continuous outcomes (e.g., censored regression), with discrete or continuous regressors. Our results do not require parametric assumptions on the error terms or time-homogeneity on the outcome equation. Our…
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局部稳健的半参数估计
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