Informational content of special regressors in heteroskedastic binary response models
نویسندگان
چکیده
منابع مشابه
Informational Content of Special Regressors in Heteroskedastic Binary Response Models
We quantify the identifying power of special regressors in heteroskedastic binary regressions with median-independent or conditionally symmetric errors. We measure the identifying power using two criteria: the set of regressor values that help point identify coe¢ cients in latent payo¤s as in (Manski 1988); and the Fisher information of coe¢-cients as in (Chamberlain 1986). We …nd for median-in...
متن کاملInformational Content of Special Regressors in Heteroskedastic Binary Response Models1
We quantify the informational content of special regressors in heteroskedastic binary regressions with median-independent or conditionally symmetric errors. We measure informational content by two criteria: the set of regressor values that help point identify coe¢ cients in latent payo¤s as in (Manski 1988); and the Fisher information of coe¢ cients as in (Chamberlain 1986). We nd for median-i...
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ژورنال
عنوان ژورنال: Journal of Econometrics
سال: 2016
ISSN: 0304-4076
DOI: 10.1016/j.jeconom.2015.12.018