论文标题
识别具有固定效果的二进制选择模型的新可能性
New possibilities in identification of binary choice models with fixed effects
论文作者
论文摘要
我们研究具有固定效果的二元选择模型的识别。我们提出了一种称为标志饱和的条件，并表明此条件足以识别模型。特别是，即使所有回归器都受到界限，包括多个离散回归器，此条件也可以保证识别。我们还确定，如果没有这种情况，除非误差分布属于特殊类，否则未确定模型。此外，我们表明符号饱和度对于识别治疗效果的迹象也至关重要。最后，我们引入了符号饱和度的措施，并为其估计和推理开发工具。
We study the identification of binary choice models with fixed effects. We propose a condition called sign saturation and show that this condition is sufficient for identifying the model. In particular, this condition can guarantee identification even when all the regressors are bounded, including multiple discrete regressors. We also establish that without this condition, the model is not identified unless the error distribution belongs to a special class. Moreover, we show that sign saturation is also essential for identifying the sign of treatment effects. Finally, we introduce a measure for sign saturation and develop tools for its estimation and inference.
