Bayesian analysis of the ordered probit model with endogenous selection

Munkin, Murat K. and Trivedi, Pravin K. (2008) Bayesian analysis of the ordered probit model with endogenous selection. Journal of Econometrics, 143 2: 334-348. doi:10.1016/j.jeconom.2007.11.001

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Author Munkin, Murat K.
Trivedi, Pravin K.
Title Bayesian analysis of the ordered probit model with endogenous selection
Journal name Journal of Econometrics   Check publisher's open access policy
ISSN 0304-4076
1872-6895
Publication date 2008
Year available 2008
Sub-type Article (original research)
DOI 10.1016/j.jeconom.2007.11.001
Open Access Status
Volume 143
Issue 2
Start page 334
End page 348
Total pages 15
Place of publication Amsterdam, The Netherlands
Publisher Elsevier BV * North-Holland
Collection year 2008
Language eng
Abstract This paper presents a Bayesian analysis of an ordered probit model with endogenous selection. The model can be applied when analyzing ordered outcomes that depend on endogenous covariates that are discrete choice indicators modeled by a multinomial probit model. The model is illustrated by analyzing the effects of different types of medical insurance plans on the level of hospital utilization, allowing for potential endogeneity of insurance status. The estimation is performed using the Markov chain Monte Carlo (MCMC) methods to approximate the posterior distribution of the parameters in the model.
Keyword Discontinuity regression
Treatment effects
Q-Index Code C1
Q-Index Status Provisional Code
Institutional Status Non-UQ

Document type: Journal Article
Sub-type: Article (original research)
Collection: School of Economics Publications
 
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Created: Tue, 07 Oct 2014, 14:12:29 EST by Alys Hohnen on behalf of School of Economics