Partial Identification in Monotone Binary Models: Discrete Regressors and Interval Data

S-Tier
Journal: Review of Economic Studies
Year: 2008
Volume: 75
Issue: 3
Pages: 835-864

Score contribution per author:

4.022 = (α=2.01 / 2 authors) × 4.0x S-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

We investigate identification in semi-parametric binary regression models, y = 1(x&#x003B2;&#x0002B;&#x003C5;&#x0002B;&#x003B5; &gt; 0) when &#x003C5; is either discrete or measured within intervals. The error term &#x003B5; is assumed to be uncorrelated with a set of instruments z, &#x003B5; is independent of &#x003C5; conditionally on x and z, and the support of &#x02212;(x&#x003B2; &#x0002B; &#x003B5;) is finite. We provide a sharp characterization of the set of observationally equivalent parameters &#x003B2;. When there are as many instruments z as variables x, the bounds of the identified intervals of the different scalar components &#x003B2;<sub>k</sub> of parameter &#x003B2; can be expressed as simple moments of the data. Also, in the case of interval data, we show that additional information on the distribution of &#x003C5; within intervals shrinks the identified set. Specifically, the closer the conditional distribution of &#x003C5; given z is to uniformity, the smaller is the identified set. Point identified is achieved if and only if &#x003C5; is uniform within intervals. Copyright 2008, Wiley-Blackwell.

Technical Details

RePEc Handle
repec:oup:restud:v:75:y:2008:i:3:p:835-864
Journal Field
General
Author Count
2
Added to Database
2026-01-25