摘要翻译：
我们研究了离散选择模型中弱辨识的影响，并对这些模型中辨识强度的决定因素提供了见解。利用这些观点，我们提出了一种新的测试方法，该方法可以在常用的离散选择模型（如probit,logit及其许多扩展）中一致地检测弱识别。此外，我们还证明了当弱辨识的零假设被拒绝时，基于Wald的推理可以使用标准公式和临界值进行。一项蒙特卡罗研究将我们提出的测试方法与通常应用的弱识别测试进行了比较。结果同时证明了我们的方法的良好性能和在离散选择模型上下文中使用传统的线性模型弱辨识检验的根本失败。此外，我们在两个实证例子中比较了我们的方法与文献中通常应用的方法：已婚妇女劳动力参与，以及美国、粮食援助和国内冲突。
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英文标题：
《Weak Identification in Discrete Choice Models》
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作者：
David T. Frazier, Eric Renault, Lina Zhang, Xueyan Zhao
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最新提交年份：
2021
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分类信息：

一级分类：Economics        经济学
二级分类：Econometrics        计量经济学
分类描述：Econometric Theory, Micro-Econometrics, Macro-Econometrics, Empirical Content of Economic Relations discovered via New Methods, Methodological Aspects of the Application of Statistical Inference to Economic Data.
计量经济学理论，微观计量经济学，宏观计量经济学，通过新方法发现的经济关系的实证内容，统计推论应用于经济数据的方法论方面。
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一级分类：Economics        经济学
二级分类：General Economics        一般经济学
分类描述：General methodological, applied, and empirical contributions to economics.
对经济学的一般方法、应用和经验贡献。
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一级分类：Quantitative Finance        数量金融学
二级分类：Economics        经济学
分类描述：q-fin.EC is an alias for econ.GN. Economics, including micro and macro economics, international economics, theory of the firm, labor economics, and other economic topics outside finance
q-fin.ec是econ.gn的别名。经济学，包括微观和宏观经济学、国际经济学、企业理论、劳动经济学和其他金融以外的经济专题
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英文摘要：
  We study the impact of weak identification in discrete choice models, and provide insights into the determinants of identification strength in these models. Using these insights, we propose a novel test that can consistently detect weak identification in commonly applied discrete choice models, such as probit, logit, and many of their extensions. Furthermore, we demonstrate that when the null hypothesis of weak identification is rejected, Wald-based inference can be carried out using standard formulas and critical values. A Monte Carlo study compares our proposed testing approach against commonly applied weak identification tests. The results simultaneously demonstrate the good performance of our approach and the fundamental failure of using conventional weak identification tests for linear models in the discrete choice model context. Furthermore, we compare our approach against those commonly applied in the literature in two empirical examples: married women labor force participation, and US food aid and civil conflicts.
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