全部版块 我的主页
论坛 计量经济学与统计论坛 五区 计量经济学与统计软件 Stata专版
1668 0
2014-04-14
Altonji-Ichimura Estimatipon Procedure 如何在Stata中实现?treatreg? ivprobit?ivtobit?
附件541页说了:
To estimate the derivatives corrected for censoring at zero,
we adopt the procedure proposed by Altonji et al.(2007): the ‘A-I estimation
procedure’. The procedure can cope with the case where the unobserved hetero-geneity that determines the transfer amount, such as the degree of intergenera-tional altruism, is not additively separable.
The estimation method can be described briefly as follows (Altonji et al.,
2007). Suppose that the transfer amount T is determined by function M(X, u),
where X is the vector of determinants of the transfer amount and u is a scalar
random variable. We observe T = M(X, u) i fM(X, u) > 0, and T = 0 otherwise.

They also present Monte Carlo evidence that shows that the generalized
method works well for both non-separable and separable cases. This estimation
method is used by Altonji et al.(1997) to estimate the derivatives of downstream
intergenerational transfers in the USA.
   非常感谢!
附件列表

upstream transfer.pdf

大小:688.69 KB

 马上下载

二维码

扫码加我 拉你入群

请注明:姓名-公司-职位

以便审核进群资格,未注明则拒绝

相关推荐
栏目导航
热门文章
推荐文章

说点什么

分享

扫码加好友,拉您进群
各岗位、行业、专业交流群