…
comment: The repository administrator has not yet configured an RDF license.
primary topic: https://openaccess.city.ac.uk/id/eprint/20947

https://openaccess.city.ac.uk/id/eprint/20947
type: AcademicArticle
type: Article
title: Testing the hypothesis of absence of unobserved confounding in semiparametric bivariate probit models
abstract: Lagrange multiplier and Wald tests for the hypothesis of absence of unobserved confounding are extended to the context of semiparametric recursive and sample selection bivariate probit models. The finite sample size properties of the tests are examined through a Monte Carlo study using several scenarios: correct model specification, distributional and functional misspecification, with and without an exclusion restriction. The simulation results provide some guidelines which may be important for empirical analysis. The tests are illustrated using two datasets in which the issue of unobserved confounding arises.
date: 2014-06
same as: s00180-013-0458-x
volume: 29
issue: 3-4
is part of: ext-09434062
status: peerReviewed
status: published
author list: authors
type: EPrint
type: ArticleEPrint
is part of: repository
has document: https://openaccess.city.ac.uk/id/document/767284
has version: https://openaccess.city.ac.uk/id/document/767284
has published: https://openaccess.city.ac.uk/id/document/767284
has document: https://openaccess.city.ac.uk/id/document/767285
has document: https://openaccess.city.ac.uk/id/document/767286
has document: https://openaccess.city.ac.uk/id/document/767287
has document: https://openaccess.city.ac.uk/id/document/767288
has document: https://openaccess.city.ac.uk/id/document/1220063
has version: https://openaccess.city.ac.uk/id/document/1220063
has draft: https://openaccess.city.ac.uk/id/document/1220063
has document: https://openaccess.city.ac.uk/id/document/1273474
has version: https://openaccess.city.ac.uk/id/document/1273474
has draft: https://openaccess.city.ac.uk/id/document/1273474
see also: https://openaccess.city.ac.uk/id/eprint/20947/
subject: HA
subject: QA

https://openaccess.city.ac.uk/id/document/767284
type: Document
label: Testing the hypothesis of absence of unobserved confounding in semiparametric bivariate probit models (Text)
has file: Testing the hypothesis of absence of unobserved confounding in semiparametric bivariate probit models.pdf
has part: Testing the hypothesis of absence of unobserved confounding in semiparametric bivariate probit models.pdf

https://openaccess.city.ac.uk/id/org/ext-dcea299cf48188065b5f59a4cae50003
type: Organization
name: Springer Science and Business Media LLC

ext-09434062
type: Collection
name: Computational Statistics
same as: 09434062
issn: 09434062

https://openaccess.city.ac.uk/id/person/ext-6de3da81954b92e13ea8c5b8b0bf3bde
type: Person
given name: G.
family name: Marra
name: G. Marra

https://openaccess.city.ac.uk/id/person/ext-rosalba.radice@city.ac.uk
type: Person
given name: R.
family name: Radice
name: R. Radice

https://openaccess.city.ac.uk/id/person/ext-46749e1eb8fd215d22d50e25e189d2a9
type: Person
given name: S.
family name: Missiroli
name: S. Missiroli

Testing the hypothesis of absence of unobserved confounding in semiparametric bivariate probit models.pdf
label: Testing the hypothesis of absence of unobserved confounding in semiparametric bivariate probit models.pdf

https://openaccess.city.ac.uk/id/document/767285
type: Document
label: Testing the hypothesis of absence of unobserved confounding in semiparametric bivariate probit models (Other)
is version of: https://openaccess.city.ac.uk/id/document/767284
is volatile version of: https://openaccess.city.ac.uk/id/document/767284
islightbox thumbnail version of: https://openaccess.city.ac.uk/id/document/767284

lightbox.jpg
label: lightbox.jpg

https://openaccess.city.ac.uk/id/document/767286
type: Document
label: Testing the hypothesis of absence of unobserved confounding in semiparametric bivariate probit models (Other)
is version of: https://openaccess.city.ac.uk/id/document/767284
is volatile version of: https://openaccess.city.ac.uk/id/document/767284
ispreview thumbnail version of: https://openaccess.city.ac.uk/id/document/767284

preview.jpg
label: preview.jpg

https://openaccess.city.ac.uk/id/document/767287
type: Document
label: Testing the hypothesis of absence of unobserved confounding in semiparametric bivariate probit models (Other)
is version of: https://openaccess.city.ac.uk/id/document/767284
is volatile version of: https://openaccess.city.ac.uk/id/document/767284
ismedium thumbnail version of: https://openaccess.city.ac.uk/id/document/767284

medium.jpg
label: medium.jpg

https://openaccess.city.ac.uk/id/document/767288
type: Document
label: Testing the hypothesis of absence of unobserved confounding in semiparametric bivariate probit models (Other)
is version of: https://openaccess.city.ac.uk/id/document/767284
is volatile version of: https://openaccess.city.ac.uk/id/document/767284
issmall thumbnail version of: https://openaccess.city.ac.uk/id/document/767284

small.jpg
label: small.jpg

https://openaccess.city.ac.uk/id/document/1220063
type: Document
label: Testing the hypothesis of absence of unobserved confounding in semiparametric bivariate probit models (Other)
is version of: https://openaccess.city.ac.uk/id/document/767284
is volatile version of: https://openaccess.city.ac.uk/id/document/767284
is index codes version of: https://openaccess.city.ac.uk/id/document/767284
has file: indexcodes.txt
has part: indexcodes.txt

indexcodes.txt
label: indexcodes.txt

https://openaccess.city.ac.uk/id/document/1273474
type: Document
label: Testing the hypothesis of absence of unobserved confounding in semiparametric bivariate probit models (Other)
is version of: https://openaccess.city.ac.uk/id/document/767284
is volatile version of: https://openaccess.city.ac.uk/id/document/767284
is coversheet version of: https://openaccess.city.ac.uk/id/document/767284
has file: Testing the hypothesis of absence of unobserved confounding in semiparametric bivariate probit models.pdf
has part: Testing the hypothesis of absence of unobserved confounding in semiparametric bivariate probit models.pdf

Testing the hypothesis of absence of unobserved confounding in semiparametric bivariate probit models.pdf
label: Testing the hypothesis of absence of unobserved confounding in semiparametric bivariate probit models.pdf

https://openaccess.city.ac.uk/id/eprint/20947/
title: HTML Summary of #20947 Testing the hypothesis of absence of unobserved confounding in semiparametric bivariate probit models
format: text/html
primary topic: https://openaccess.city.ac.uk/id/eprint/20947

HA
type: Concept
pref label: HA Statistics

QA
type: Concept
pref label: QA Mathematics