centre for microdata methods and practice

ESRC centre

cemmap is an ESRC research centre


Keep in touch

Subscribe to cemmap news

Semiparametric structural models of binary response: shape restrictions and partial identification

Authors: Andrew Chesher
Date: 01 October 2011
Type: cemmap Working Paper, CWP31/11
DOI: 10.1920/wp.cem.2011.3111


The paper studies the partial identifying power of structural single equation threshold crossing models for binary responses when explanatory variables may be endogenous. The paper derives the sharp identified set of threshold functions for the case in which explanatory variables are discrete and provides a constructive proof of sharpness. There is special attention to a widely employed semiparametric shape restriction which requires the threshold crossing function to be a monotone function of a linear index involving the observable explanatory variables. It is shown that the restriction brings great computational benefits, allowing direct calculation of the identified set of index coefficients without calculating the nonparametrically specified threshold function. With the restriction in place the methods of the paper can be applied to produce identified sets in a class of binary response models with mis-measured explanatory variables.

This is a further revised version (Oct 7th 2011) of CWP23/09 "Single equation endogenous binary response models"

Download full version
Now published:
Andrew Chesher April 2013, Semiparametric structural models of binary response: shape restrictions and partial identification, Journal article, Cambridge University Press

Search cemmap

Search by title, topic or name.

Contact cemmap

Centre for Microdata Methods and Practice

How to find us

Tel: +44 (0)20 7291 4800

E-mail us