Finite mixture models with one exclusion restriction

IF 2.9 4区 经济学 Q1 ECONOMICS Econometrics Journal Pub Date : 2016-04-29 DOI:10.1111/ectj.12065
Christopher P. Adams
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引用次数: 21

Abstract

This paper characterizes the identified set for finite mixture models with one exclusion restriction on the data-generating process. It provides necessary and sufficient conditions on the observed data for point identification and for when the identified set has measure zero. The results are illustrated in a simulation study and with data from a randomized controlled trial on chemotherapy for colon cancer as well as with data from an observational study used to estimate returns to schooling.

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具有一个排除限制的有限混合模型
本文刻画了有限混合模型在数据生成过程中具有一个排除限制的识别集。给出了观测数据进行点识别的充分必要条件和识别集的测度为零的条件。模拟研究和结肠癌化疗随机对照试验的数据以及用于估计上学回报的观察性研究的数据说明了结果。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
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来源期刊
Econometrics Journal
Econometrics Journal 管理科学-数学跨学科应用
CiteScore
4.20
自引率
5.30%
发文量
25
审稿时长
>12 weeks
期刊介绍: The Econometrics Journal was established in 1998 by the Royal Economic Society with the aim of creating a top international field journal for the publication of econometric research with a standard of intellectual rigour and academic standing similar to those of the pre-existing top field journals in econometrics. The Econometrics Journal is committed to publishing first-class papers in macro-, micro- and financial econometrics. It is a general journal for econometric research open to all areas of econometrics, whether applied, computational, methodological or theoretical contributions.
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