论文标题
多变量有序离散响应模型
Multivariate ordered discrete response models
论文作者
论文摘要
我们引入了具有一般矩形结构的多元有序离散响应模型。从行为经济学的角度来看，这些非晶格模型对应于决策中的广泛括号，而晶格模型通常在实践中估算的研究人员对应于狭窄的括号。在这些模型中，我们将潜在过程指定为协变量索引和未观察到的误差的总和，而对不同潜在过程的不可观察到潜在的相关性。我们提供的条件足以在错误和协变量的独立性下识别并概述估算方法。我们提出模拟和经验示例，特别关注概率规格。
We introduce multivariate ordered discrete response models with general rectangular structures. From the perspective of behavioral economics, these non-lattice models correspond to broad bracketing in decision making, whereas lattice models, which researchers typically estimate in practice, correspond to narrow bracketing. In these models, we specify latent processes as a sum of an index of covariates and an unobserved error, with unobservables for different latent processes potentially correlated. We provide conditions that are sufficient for identification under the independence of errors and covariates and outline an estimation approach. We present simulations and empirical examples, with a particular focus on probit specifications.
