Testing exogeneity in the bivariate probit model: Monte Carlo evidence and an application to health economics
Author
Abstract
Suggested Citation
Download full text from publisher
References listed on IDEAS
- D. Fabbri & C. Monfardini, 2001. "Demand Induction with a Discrete Distribution of Patients," Working Papers 414, Dipartimento Scienze Economiche, Universita' di Bologna.
- Alex Bryson & Lorenzo Cappellari & Claudio Lucifora, 2004.
"Does Union Membership Really Reduce Job Satisfaction?,"
British Journal of Industrial Relations, London School of Economics, vol. 42(3), pages 439-459, September.
- Alex Bryson & Lorenzo Cappellari & Claudio Lucifora, 2003. "Does Union Membership Really Reduce Job Satisfaction?," CEP Discussion Papers dp0569, Centre for Economic Performance, LSE.
- Bryson, Alex & Cappellari, Lorenzo & Lucifora, Claudio, 2003. "Does union membership really reduce job satisfaction?," LSE Research Online Documents on Economics 20045, London School of Economics and Political Science, LSE Library.
- Holly, Alberto & Gardiol, Lucien & Domenighetti, Gianfranco & Brigitte Bisig, 1998.
"An econometric model of health care utilization and health insurance in Switzerland,"
European Economic Review, Elsevier, vol. 42(3-5), pages 513-522, May.
- Alberto HOLLY & Lucien GARDIOL & Gianfranco DOMENIGHETTI & Brigitte BISIG, 1998. "An Econometric Model of Health Care Utilization and Health Insurance in Switzerland," Cahiers de Recherches Economiques du Département d'économie 9803, Université de Lausanne, Faculté des HEC, Département d’économie.
- Tauchen, George, 1985. "Diagnostic testing and evaluation of maximum likelihood models," Journal of Econometrics, Elsevier, vol. 30(1-2), pages 415-443.
- Thomas C. Buchmueller & Agnès Couffinhal & Michel Grignon & Marc Perronnin, 2004.
"Access to physician services: does supplemental insurance matter? Evidence from France,"
Health Economics, John Wiley & Sons, Ltd., vol. 13(7), pages 669-687, July.
- Thomas C. Buchmueller & Agnès Couffinhal & Michel Grignon & Marc Perronin, 2002. "Access to Physician Services: Does Supplemental Insurance Matter? Evidence from France," NBER Working Papers 9238, National Bureau of Economic Research, Inc.
- Davidson, Russell & MacKinnon, James G., 1984.
"Convenient specification tests for logit and probit models,"
Journal of Econometrics, Elsevier, vol. 25(3), pages 241-262, July.
- Russell Davidson & James G. MacKinnon, 1982. "Convenient Specification Tests for Logit and Probit Models," Working Paper 514, Economics Department, Queen's University.
- Jonathan Gruber & Maria Owings, 1996.
"Physician Financial Incentives and Cesarean Section Delivery,"
RAND Journal of Economics, The RAND Corporation, vol. 27(1), pages 99-123, Spring.
- Jonathan Gruber & Maria Owings, 1994. "Physician Financial Incentives and Cesarean Section Delivery," NBER Working Papers 4933, National Bureau of Economic Research, Inc.
- Kooreman, Peter, 1994. "Estimation of Econometric Models of Some Discrete Games," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 9(3), pages 255-268, July-Sept.
- Derek Deadman & Ziggy MacDonald, 2004.
"Offenders as victims of crime?: an investigation into the relationship between criminal behaviour and victimization,"
Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 167(1), pages 53-67, February.
- Derek Deadman & Ziggy MacDonald, "undated". "Offenders as Victims of Crime? An Investigation into the Relationship between Criminal Behaviour and Victimisation," Discussion Papers in Public Sector Economics 01/10, Division of Economics, School of Business, University of Leicester.
- Deadman, Derek & Ziggy MacDonald, 2002. "Offenders as Victims of Crime? An Investigation into the Relationship Between Criminal Behaviour and Victimisation," Royal Economic Society Annual Conference 2002 57, Royal Economic Society.
- Davidson, Russell & MacKinnon, James G., 1989.
"Testing for Consistency using Artificial Regressions,"
Econometric Theory, Cambridge University Press, vol. 5(3), pages 363-384, December.
- Davidson, Russell & MacKinnon, James G., 1987. "Testing for Consistency Using Artificial Regressions," Queen's Institute for Economic Research Discussion Papers 275208, Queen's University - Department of Economics.
- Russell Davidson & James G. MacKinnon, 1987. "Testing for Consistency using Artificial Regressions," Working Paper 687, Economics Department, Queen's University.
- Stephen Pudney & Michael Shields, 2000.
"Gender, race, pay and promotion in the British nursing profession: estimation of a generalized ordered probit model,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 15(4), pages 367-399.
- Stephen Pudney & Michael Shields, "undated". "Gender, Race, Pay and Promotion in the British Nursing Profession: Estimation of a Generalised Ordered Probit Model," Discussion Papers in Public Sector Economics 97/4, Division of Economics, School of Business, University of Leicester.
- Stephen Pudney & Michael Shields, "undated". "Gender, Race, Pay and Promotion in the British Nursing Profession Estimation of a Generalised Ordered ProbitModel," Discussion Papers in Economics 97/4, Division of Economics, School of Business, University of Leicester.
- John Geweke & Gautam Gowrisankaran & Robert J. Town, 2003.
"Bayesian Inference for Hospital Quality in a Selection Model,"
Econometrica, Econometric Society, vol. 71(4), pages 1215-1238, July.
- John Geweke & Gautam Gowrisankaran & Robert J. Town, 2001. "Bayesian Inference for Hospital Quality in a Selection Model," NBER Working Papers 8497, National Bureau of Economic Research, Inc.
- John Geweke & Gautam Gowrisankaran & Robert J. Town, 2002. "Bayesian inference for hospital quality in a selection model," Working Paper Series 2002-18, Federal Reserve Bank of San Francisco.
- Cromwell, Jerry & Mitchell, Janet B., 1986. "Physician-induced demand for surgery," Journal of Health Economics, Elsevier, vol. 5(4), pages 293-313, December.
- McGuire, Thomas G., 2000. "Physician agency," Handbook of Health Economics, in: A. J. Culyer & J. P. Newhouse (ed.), Handbook of Health Economics, edition 1, volume 1, chapter 9, pages 461-536, Elsevier.
- Heckman, James J, 1978.
"Dummy Endogenous Variables in a Simultaneous Equation System,"
Econometrica, Econometric Society, vol. 46(4), pages 931-959, July.
- James J. Heckman, 1977. "Dummy Endogenous Variables in a Simultaneous Equation System," NBER Working Papers 0177, National Bureau of Economic Research, Inc.
- Wilde, Joachim, 2000. "Identification of multiple equation probit models with endogenous dummy regressors," Economics Letters, Elsevier, vol. 69(3), pages 309-312, December.
- Smith, Richard J & Blundell, Richard W, 1986.
"An Exogeneity Test for a Simultaneous Equation Tobit Model with an Application to Labor Supply,"
Econometrica, Econometric Society, vol. 54(3), pages 679-685, May.
- Richard Smith & Richard Blundell, 1983. "An Exogeneity Test for the Simultaneous Equation Tobit Model With an Application to Labour Supply," Working Paper 546, Economics Department, Queen's University.
- Chesher, Andrew & Irish, Margaret, 1987. "Residual analysis in the grouped and censored normal linear model," Journal of Econometrics, Elsevier, vol. 34(1-2), pages 33-61.
- Skeels, Christopher L. & Vella, Francis, 1999. "A Monte Carlo investigation of the sampling behavior of conditional moment tests in Tobit and Probit models," Journal of Econometrics, Elsevier, vol. 92(2), pages 275-294, October.
- Rivers, Douglas & Vuong, Quang H., 1988. "Limited information estimators and exogeneity tests for simultaneous probit models," Journal of Econometrics, Elsevier, vol. 39(3), pages 347-366, November.
- Pagan, Adrian & Vella, Frank, 1989. "Diagnostic Tests for Models Based on Individual Data: A Survey," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 4(S), pages 29-59, Supplemen.
- Newey, Whitney K, 1985. "Maximum Likelihood Specification Testing and Conditional Moment Tests," Econometrica, Econometric Society, vol. 53(5), pages 1047-1070, September.
- Dubay, Lisa & Kaestner, Robert & Waidmann, Timothy, 1999. "The impact of malpractice fears on cesarean section rates," Journal of Health Economics, Elsevier, vol. 18(4), pages 491-522, August.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Costa-Font, Joan & Gil, Joan, 2005. "Obesity and the incidence of chronic diseases in Spain: A seemingly unrelated probit approach," Economics & Human Biology, Elsevier, vol. 3(2), pages 188-214, July.
- Claire Dujardin & Florence Goffette-Nagot, 2005.
"Neighborhood effects, public housing and unemployment in France,"
Post-Print
halshs-00180046, HAL.
- Claire Dujardin & Florence Goffette-Nagot, 2006. "Neighborhood effects, public housing and unemployment in France," Post-Print halshs-00134336, HAL.
- Claire Dujardin & Florence Goffette-Nagot, 2006. "Neighborhood Effects, Public Housing and Unemployment in France," ERSA conference papers ersa06p362, European Regional Science Association.
- Claire Dujardin & Florence Goffette-Nagot, 2006. "Neighborhood effects, public housing and unemployment in France," Post-Print halshs-00134341, HAL.
- Florence Goffette-Nagot & Claire Dujardin, 2006. "Neighborhood effects, public housing and unemployment in France," Post-Print halshs-00134514, HAL.
- Florence Goffette-Nagot & Claire Dujardin, 2005. "Neighborhood effects, public housing and unemployment in France," Working Papers 0505, Groupe d'Analyse et de Théorie Economique Lyon St-Étienne (GATE Lyon St-Étienne), Université de Lyon.
- Florence Goffette-Nagot & Claire Dujardin, 2006. "Neighborhood effects, public housing and unemployment in France," Post-Print halshs-00133854, HAL.
- Florence Goffette-Nagot & Claire Dujardin, 2006. "Neighborhood effects, public housing and unemployment in France," Post-Print halshs-00134513, HAL.
- Udo Schneider & Volker Ulrich, 2007. "Health Relevant Behavior and its Impact on the Physician-Patient Relationship," Working Papers 023, Bavarian Graduate Program in Economics (BGPE).
- Udo Schneider & Volker Ulrich, 2008.
"The physician-patient relationship revisited: the patient’s view,"
International Journal of Health Economics and Management, Springer, vol. 8(4), pages 279-300, December.
- Udo Schneider & Volker Ulrich, 2005. "The Physician-Patient Relationship Revisited - the Patient's View," HEW 0505001, University Library of Munich, Germany.
- Balia, Silvia & Jones, Andrew M., 2008.
"Mortality, lifestyle and socio-economic status,"
Journal of Health Economics, Elsevier, vol. 27(1), pages 1-26, January.
- S. Balia & AM. Jones, 2004. "Mortality, Lifestyle and Socio-Economic Status," Working Paper CRENoS 200416, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia.
- Silvia Balia & Andrew M Jones, 2005. "Mortality, lifestyle and socio-economic status," Health, Econometrics and Data Group (HEDG) Working Papers 05/02, HEDG, c/o Department of Economics, University of York.
- Sergi Jimenez & Natalia Jorgensen & José María Labeaga, 2008. "Immigration and the Demand for Health in Spain," Working Papers 2008-38, FEDEA.
- Noureddine Benlagha & Imen Karaa, 2017. "Evidence of adverse selection in automobile insurance market: A seemingly unrelated probit modelling," Cogent Economics & Finance, Taylor & Francis Journals, vol. 5(1), pages 1330303-133, January.
- Frederique Savignac, 2008.
"Impact Of Financial Constraints On Innovation: What Can Be Learned From A Direct Measure?,"
Economics of Innovation and New Technology, Taylor & Francis Journals, vol. 17(6), pages 553-569.
- Savignac, F., 2007. "The impact of financial constraints on innovation: What can be learned from a direct measure?," Working papers 169, Banque de France.
- Guillaume Blache, 2011. "Active labour market policies in Denmark: A comparative analysis of post-program effects," Documents de travail du Centre d'Economie de la Sorbonne 11071, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- Patricia Triunfo & Máximo Rossi, 2009. "The effect of physicians’ remuneration system on the Caesarean section rate: the Uruguayan case," International Journal of Health Economics and Management, Springer, vol. 9(4), pages 333-345, December.
- Georgios P. Kouretas & Mark E. Wohar, 2012.
"The dynamics of inflation: a study of a large number of countries,"
Applied Economics, Taylor & Francis Journals, vol. 44(16), pages 2001-2026, June.
- Georgios KOURETAS & Mark E. WOHAR, 2010. "The Dynamics of Inflation: A Study of a Large Number of Countries," EcoMod2010 259600096, EcoMod.
- Dasgupta, Susmita & Meisner, Craig & Huq, Mainul, 2005. "Health effects and pesticide perception as determinants of pesticide use : evidence from Bangladesh," Policy Research Working Paper Series 3776, The World Bank.
- William Greene, 2007. "Discrete Choice Modeling," Working Papers 07-6, New York University, Leonard N. Stern School of Business, Department of Economics.
- Julide Yildirim & Nebile Korucu & Semsettin Karasu, 2010.
"Further Education Or Re-Enlistment Decision In Turkish Armed Forces: A Seemingly Unrelated Probit Analysis,"
Defence and Peace Economics, Taylor & Francis Journals, vol. 21(1), pages 89-103.
- Nebile KORUCU & Jülide YILDIRIM & Semsettin KARASU, 2008. "Further Education or Reenlistment Decision in Turkish Armed Forces: A Seemingly Unrelated Probit Analysis," EcoMod2008 23800068, EcoMod.
- Barone, Adriana & O'Higgins, Niall, 2010.
"Fat and out in Salerno and its province: Adolescent obesity and early school leaving in Southern Italy,"
Economics & Human Biology, Elsevier, vol. 8(1), pages 44-57, March.
- Barone, Adriana & O'Higgins, Niall, 2009. "Fat and Out in Salerno and Province: Adolescent Obesity and Early School Leaving in Southern Italy," IZA Discussion Papers 4229, Institute of Labor Economics (IZA).
- Zulkefli, Zurina & jones, Glenn, 2012. "Moral Hazard and the Impact of Private Health Insurance on the Utilisation of Health Care in Malaysia," Jurnal Ekonomi Malaysia, Faculty of Economics and Business, Universiti Kebangsaan Malaysia, vol. 46(2), pages 159-175.
- Arrieta, Alejandro, 2011. "Health reform and cesarean sections in the private sector: The experience of Peru," Health Policy, Elsevier, vol. 99(2), pages 124-130, February.
- Susmita Dasgupta & Craig Meisner & Mainul Huq, 2007. "A Pinch or a Pint? Evidence of Pesticide Overuse in Bangladesh," Journal of Agricultural Economics, Wiley Blackwell, vol. 58(1), pages 91-114, February.
- Guillaume Blache, 2011. "Active Labour Market Policies in Denmark : A Comparative Analysis of Post-Program Effects," Post-Print halshs-00654181, HAL.
- Dias, Daniel A. & Marques, Carlos Robalo & Martins, Fernando, 2013.
"Wage rigidity and employment adjustment at the firm level: Evidence from survey data,"
Labour Economics, Elsevier, vol. 23(C), pages 40-49.
- Fernando Martins & Daniel Dias, 2012. "Wage rigidity and employment adjustment at the firm level: evidence from survey data," Working Papers w201212, Banco de Portugal, Economics and Research Department.
- FERNANDO MARTINS & Daniel Dias & Carlos Marques, 2013. "Wage rigidity and employment adjustment at the firm level: Evidence from survey data," EcoMod2013 4944, EcoMod.
- Guillaume Blache, 2011. "Active Labour Market Policies in Denmark : A Comparative Analysis of Post-Program Effects," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00654181, HAL.
- Jonathan Beck, 2004. "Fixed, Focal, Fair? Book Prices Under Optional Resale Price Maintenance," CIG Working Papers SP II 2004-15, Wissenschaftszentrum Berlin (WZB), Research Unit: Competition and Innovation (CIG).
- Joan Costa Font & Joan Gil Trasfi, 2005. "Obesity and the Incidence of Chronic Diseases: a Seemingly Unrelated Probit Approach," Working Papers in Economics 137, Universitat de Barcelona. Espai de Recerca en Economia.
- Tebkieta Alexandra Tapsoba, 2022. "Remittances and households' livelihood in the context of Covid‐19: Evidence from Burkina Faso," Journal of International Development, John Wiley & Sons, Ltd., vol. 34(4), pages 737-753, May.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- D. Fabbri & C. Monfardini, 2001. "Demand Induction with a Discrete Distribution of Patients," Working Papers 414, Dipartimento Scienze Economiche, Universita' di Bologna.
- Daniele Fabbri & Chiara Monfardini, 2008.
"Style of practice and assortative mating: a recursive probit analysis of Caesarean section scheduling in Italy,"
Applied Economics, Taylor & Francis Journals, vol. 40(11), pages 1411-1423.
- D. Fabbri & C. Monfardini, 2006. "Style of practice and assortative mating: a recursive probit analysis of cesarean section scheduling in Italy," Working Papers 557, Dipartimento Scienze Economiche, Universita' di Bologna.
- Daniele Fabbri & Chiara Monfardini, 2006. "Style of practice and assortative mating: a recursive probit analysis of cesarean section scheduling in Italy," CHILD Working Papers wp06_06, CHILD - Centre for Household, Income, Labour and Demographic economics - ITALY.
- Andrés Langebaek R. & Diego Vásquez E., 2007.
"Determinantes de la actividad innovadora en la industria manufacturera colombiana,"
Borradores de Economia
433, Banco de la Republica de Colombia.
- Andrés Langebaek R. & Diego Vásquez E., 2007. "Determinantes de la actividad innovadora en la industria manufacturera colombiana," Borradores de Economia 2313, Banco de la Republica.
- Riccardo Lucchetti & Claudia Pigini, 2013. "A test for bivariate normality with applications in microeconometric models," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 22(4), pages 535-572, November.
- William H. Greene & David A. Hensher, 2008. "Modeling Ordered Choices: A Primer and Recent Developments," Working Papers 08-26, New York University, Leonard N. Stern School of Business, Department of Economics.
- MacKinnon, James G, 1992. "Model Specification Tests and Artificial Regressions," Journal of Economic Literature, American Economic Association, vol. 30(1), pages 102-146, March.
- Fang, Hai & Rizzo, John A., 2009. "Competition and physician-enabled demand: The role of managed care," Journal of Economic Behavior & Organization, Elsevier, vol. 72(1), pages 463-474, October.
- Mora Rodriguez, Jhon James, 2013. "Introduccion a la teoría del consumidor [Introduction to Consumer Theory]," MPRA Paper 48129, University Library of Munich, Germany, revised 08 Jul 2013.
- David Roodman, 2009. "Estimating Fully Observed Recursive Mixed-Process Models with cmp," Working Papers 168, Center for Global Development.
- Skeels, Christopher L. & Vella, Francis, 1999. "A Monte Carlo investigation of the sampling behavior of conditional moment tests in Tobit and Probit models," Journal of Econometrics, Elsevier, vol. 92(2), pages 275-294, October.
- Russell Davidson & James G. MacKinnon, 1988. "Specification Tests Based on Artificial Regressions," Working Paper 707, Economics Department, Queen's University.
- Li, Chuhui & Poskitt, D.S. & Zhao, Xueyan, 2019.
"The bivariate probit model, maximum likelihood estimation, pseudo true parameters and partial identification,"
Journal of Econometrics, Elsevier, vol. 209(1), pages 94-113.
- Chuhui Li & Donald S. Poskitt & Xueyan Zhao, 2016. "The Bivariate Probit Model, Maximum Likelihood Estimation, Pseudo True Parameters and Partial Identification," Monash Econometrics and Business Statistics Working Papers 16/16, Monash University, Department of Econometrics and Business Statistics.
- Kim Kyoo il & Petrin Amil, 2015.
"Tests for Price Endogeneity in Differentiated Product Models,"
Journal of Econometric Methods, De Gruyter, vol. 4(1), pages 47-69, January.
- Kyoo il Kim & Amil Petrin, 2013. "Tests for Price Endogeneity in Differentiated Product Models," NBER Working Papers 19011, National Bureau of Economic Research, Inc.
- Riccardo LUCCHETTI & Claudia PIGINI, 2011. "Conditional Moment Tests for Normality in Bivariate Limited Dependent Variable Models: a Monte Carlo Study," Working Papers 357, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
- Darryl Holden, 2011. "Testing for heteroskedasticity in the tobit and probit models," Journal of Applied Statistics, Taylor & Francis Journals, vol. 38(4), pages 735-744, November.
- Martinez-Espineira, Roberto, 2006.
"A Box-Cox Double-Hurdle model of wildlife valuation: The citizen's perspective,"
Ecological Economics, Elsevier, vol. 58(1), pages 192-208, June.
- Roberto Martinez Espineira, 2004. "A Box-Cox double-hurdle model of wildlife valuation: the citizen’s perspective," Others 0410003, University Library of Munich, Germany.
- David Roodman, 2011. "Fitting fully observed recursive mixed-process models with cmp," Stata Journal, StataCorp LP, vol. 11(2), pages 159-206, June.
- Jerome M. Krief, 2011. "Kernel Weighted Smoothed Maximum Score Estimation for Applied Work," Departmental Working Papers 2011-07, Department of Economics, Louisiana State University.
- Bilgic, Abdulbaki & Florkowski, Wojciech J., 2006. "Growth Expectations and Decision to Renovate a Golf Course: An Application of a Censored Model with the Simultaneity Test," 2006 Annual meeting, July 23-26, Long Beach, CA 21446, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
- Lyssenko, Nikita & Martinez-Espineira, Roberto, 2009. "`Been there done that': Disentangling option value effects from user heterogeneity when valuing natural resources with a use component," MPRA Paper 21976, University Library of Munich, Germany, revised 08 Apr 2010.
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:bol:bodewp:514. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Dipartimento Scienze Economiche, Universita' di Bologna (email available below). General contact details of provider: https://edirc.repec.org/data/sebolit.html .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.