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Comparing features of convenient estimators for binary choice models with endogenous regressors

2012· article· en· W2129095037 on OpenAlexvenueno aff
Arthur Lewbel, Yingying Dong, Thomas Tao Yang

Bibliographic record

VenueCanadian Journal of Economics/Revue canadienne d économique · 2012
Typearticle
Languageen
FieldMathematics
TopicAdvanced Causal Inference Techniques
Canadian institutionsnot available
Fundersnot available
KeywordsEstimatorHeteroscedasticityControl functionBinary numberEconometricsM-estimatorStatisticsFunction (biology)MathematicsComputer scienceControl (management)Artificial intelligence

Abstract

fetched live from OpenAlex

Abstract We discuss the relative advantages and disadvantages of four types of convenient estimators of binary choice models when regressors may be endogenous or mismeasured or when errors are likely to be heteroscedastic. For example, such models arise when treatment is not randomly assigned and outcomes are binary. The estimators we compare are the two‐stage least squares linear probability model, maximum likelihood estimation, control function estimators, and special regressor methods. We specifically focus on models and associated estimators that are easy to implement. Also, for calculating choice probabilities and regressor marginal effects, we propose the average index function (AIF), which, unlike the average structural function (ASF), is always easy to estimate.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

How this classification was reachedexpand

Full frame machine prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. The Gemma side is a direct model label for every work in the frame, read from the title-only record. The Codex side is a classifier learned from the 10,348 direct Codex labels and calibrated to design-weighted sample rates; fields without enough sample support carry no Codex call. Candidate is the union of the two sides; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels.

metaresearch head score (Codex)0.074
metaresearch head score (Gemma)0.268
Version: metacan-v3-hybrid-931329e0061cValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Simulation or modeling · Consensus signal: none
GenreCandidate signal: Methods · Consensus signal: Methods
Teacher disagreement score0.074
Threshold uncertainty score0.389

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0740.268
Meta-epidemiology (narrow)0.0010.001
Meta-epidemiology (broad)0.0020.001
Bibliometrics0.0040.003
Science and technology studies0.0000.002
Scholarly communication0.0020.004
Open science0.0020.003
Research integrity0.0020.002
Insufficient payload (model declined to judge)0.0030.000

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.467
GPT teacher head0.283
Teacher spread0.184 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it

Classification

machine, unvalidated

Machine predicted; a candidate call from one source (direct Gemma or distilled Codex), not a consensus.

The models applied no category: nothing in the taxonomy fit this work.
Study designSimulation or modeling
Domainnot available
GenreMethods

How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".

Quick stats

Citations226
Published2012
Admission routes1
Has abstractyes

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