Partial identification in binary response models with nonignorable nonresponses |
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Authors: | Tadao Hoshino |
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Institution: | Graduate School of Information Science and Engineering, Tokyo Institute of Technology, 2-12-1 Ookayama, Meguro, Tokyo, Japan |
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Abstract: | This study investigates the identification of parameters in semiparametric binary response models of the form y=1(x′β+v+ε>0) when there are nonignorable nonresponses. We propose an estimation procedure for the identified set, the set of parameters that are observationally indistinguishable from the true value β, based on the special regressor approach of Lewbel (2000). We show that the estimator for the identified set is consistent in the Hausdorff metric. |
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Keywords: | C13 C14 C25 |
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