Regression spline bivariate probit models: A practical approach to testing for exogeneity
نویسندگان
چکیده
منابع مشابه
Regression spline bivariate probit models: A practical approach to testing for exogeneity
Bivariate probit models can deal with a problem usually known as endogeneity. This issue is likely to arise in observational studies when confounders are unobserved. We are concerned with testing the hypothesis of exogeneity (or absence of endogeneity) when using regression spline recursive and sample selection bivariate probit models. Likelihood ratio and gradient tests are discussed in this c...
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ژورنال
عنوان ژورنال: Communications in Statistics - Simulation and Computation
سال: 2015
ISSN: 0361-0918,1532-4141
DOI: 10.1080/03610918.2015.1041974