Consulta: subjectFacets:"Endogenous switching"
Registros recuperados: 4
Data/hora: 09/06/2024 05:46:18

Maximum likelihood estimation of endogenous switching and sample selection models for binary, ordinal, and count variables
Provedor de dados: 31
Autores: Miranda,   Alfonso; Rabe-Hesketh,   Sophia.
Studying behavior in economics, sociology, and statistics often involves fitting models in which the response variable depends on a dummy variable—also known as a regime-switch variable—or in which the response variable is observed only if a particular selection condition is met. In either case, standard regression techniques deliver inconsistent estimators if unobserved factors that affect the response are correlated with unobserved factors that affect the switching or selection variable. Consistent estimators can be obtained by maximum likelihood estimation of a joint model of the outcome and switching or selection variable. This article describes a “wrapper” program, ssm, that calls gllamm (Rabe-Hesketh, Skrondal, and Pickles, GLLAMM Manual [University...
Tipo: Journal Article
Palavras-chave: Endogenous switching; Sample selection; Binary variable; Count data; Ordinal variable; Probit; Poisson regression; Adaptive quadrature; Gllamm; Wrapper; Ssm; Research Methods/ Statistical Methods.
Ano: 2006
URL: http://purl.umn.edu/117582

Agricultural Technology Adoption and Rural Poverty: Application of an Endogenous Switching Regression for Selected East African Countries
Provedor de dados: 31
Autores: Asfaw,   Solomon; Shiferaw,   Bekele A.
Achieving agricultural growth and development and thereby improving rural household welfare will require increased efforts to provide yield enhancing and natural resources conserving technologies. Agricultural research and technological improvements are therefore crucial to increase agricultural productivity and thereby reduce poverty. However evaluation of the impact of these technologies on rural household welfare have been very limited by lack of appropriate methods and most of previous research has therefore failed to move beyond estimating economic surplus and return to research investment. This paper evaluates the potential impact of adoption of modern agricultural technologies on rural household welfare measured by crop income and consumption...
Tipo: Conference Paper or Presentation
Palavras-chave: Rural household welfare; Technology adoption; Propensity score matching; Endogenous switching; Ethiopia; Tanzania; Food Security and Poverty; Research and Development/Tech Change/Emerging Technologies; C13; C15; O32; O38.
Ano: 2010
URL: http://purl.umn.edu/97049

Censored Probit Estimation with Correlation near the Boundary: A Useful Reparameteriztion
Provedor de dados: 31
Autores: Terza,   Joseph V.; Tsai,   Wei-Der.
The conventional computational algorithms for full information maximum likelihood (FIML) estimation of the censored probit model (see Farber, 1983), will sometimes fail to converge when the estimated value of the correlation coefficient (ñ) approaches ±1; even when the true value of ñ is not at a boundary. We show that a simple reparametrization of the censored probit model may afford straightforward Newton-Raphson convergence to the true FIML estimate for cases in which likelihood maximization under the conventional censored probit parameterization would have failed. Moreover, our method avoids the computational and inferential complications that arise in alternative methods that, based on a specified criterion, suggest fixing the estimated value of ñ at...
Tipo: Journal Article
Palavras-chave: Sample selection; Endogenous treatment effects; Endogenous switching; Qualitative dependent variables; Informal elderly care; Research Methods/ Statistical Methods; I12; C24; C63.
Ano: 2006
URL: http://purl.umn.edu/50278

ON ADAPTATION TO CLIMATE CHANGE AND RISK EXPOSURE IN THE NILE BASIN OF ETHIOPIA
Provedor de dados: 31
Autores: Di Falco,   Salvatore; Veronesi,   Marcella.
This study investigates the impact of climate change adaptation on farm households’ downside risk exposure (e.g., risk of crop failure) in the Nile Basin of Ethiopia. The analysis relies on a moment-based specification of the stochastic production function. We estimate a simultaneous equations model with endogenous switching to account for the heterogeneity in the decision to adapt or not, and for unobservable characteristics of farmers and their farm. We find that (i) climate change adaptation reduces downside risk exposure, i.e., farm households that implemented climate change adaptation strategies get benefits in terms of a decrease in the risk of crop failure; (ii) farm households that did not adapt would benefit the most in terms of reduction in...
Tipo: Conference Paper or Presentation
Palavras-chave: Adaptation; Climate change; Endogenous switching; Ethiopia; Risk exposure; Stochastic production function; Skewness; Resource /Energy Economics and Policy; Risk and Uncertainty; D80; Q18; Q54.
Ano: 2011
URL: http://purl.umn.edu/115549