Journal
CANADIAN JOURNAL OF STATISTICS-REVUE CANADIENNE DE STATISTIQUE
Volume 39, Issue 2, Pages 259-279Publisher
WILEY
DOI: 10.1002/cjs.10100
Keywords
Average treatment effect; binary data; identification by functional form; penalized regression spline; recursive bivariate probit model; simultaneous equation estimation
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The classic recursive bivariate probit model is of particular interest to researchers since it allows for the estimation of the treatment effect that a binary endogenous variable has on a binary outcome in the presence of unobservables. In this article, the authors consider the semiparametric version of this model and introduce a model fitting procedure which permits to estimate reliably the parameters of a system of two binary outcomes with a binary endogenous regressor and smooth functions of continuous covariates. They illustrate the empirical validity of the proposal through an extensive simulation study. The approach is applied to data from a survey, conducted in Botswana, on the impact of education on women's fertility. Some studies suggest that the estimated effect could have been biased by the possible endogeneity arising because unobservable confounders (e. g., ability and motivation) are associated with both fertility and education. The Canadian Journal of Statistics 39: 259-279; 2011 (C) 2011 Statistical Society of Canada
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