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dc.contributor.authorAltonji, Josephen
dc.contributor.authorIchimura, Hidehikoen
dc.contributor.authorOtsu, Taisukeen
dc.date.accessioned2012-10-16T13:17:50Z-
dc.date.available2012-10-16T13:17:50Z-
dc.date.issued2008-
dc.identifier.pidoi:10.1920/wp.cem.2008.2008en
dc.identifier.urihttp://hdl.handle.net/10419/64749-
dc.description.abstractWe 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 of the selection bias. We propose nonparametric and semiparametric estimators for the derivative. As extensions, we discuss the cases of discrete regressors, measurement error in dependent variables, and endogenous regressors in a cross section and panel data context.en
dc.language.isoengen
dc.publisher|aCentre for Microdata Methods and Practice (cemmap) |cLondonen
dc.relation.ispartofseries|acemmap working paper |xCWP20/08en
dc.subject.ddc330en
dc.subject.stwSchätztheorieen
dc.subject.stwTobit-Modellen
dc.subject.stwBiasen
dc.subject.stwNichtparametrisches Verfahrenen
dc.titleEstimating derivatives in nonseparable models with limited dependent variables-
dc.typeWorking Paperen
dc.identifier.ppn574284494en
dc.rightshttp://www.econstor.eu/dspace/Nutzungsbedingungenen
dc.identifier.repecRePEc:ifs:cemmap:20/08en

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