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  • 标题:A Detailed Decomposition for Limited Dependent Variable Models
  • 本地全文:下载
  • 作者:Jörg Schwiebert
  • 期刊名称:Diskussionspapiere / Universität Hannover
  • 印刷版ISSN:0949-9962
  • 出版年度:2012
  • 卷号:2012
  • 出版社:Hannover
  • 摘要:In this paper, we consider a detailed decomposition method for limited dependent variable mod-els. That means, we propose a method to decompose the di.erential in the (limited dependent)outcome variable between two groups into the contributions of the explanatory variables. Weprovide a theoretical derivation of the detailed decomposition and show how this decompositioncan be estimated consistently. In contrast to decomposition approaches already presented in theliterature, our method leads to a unique decomposition and accounts for the nonlinearity of theunderlying econometric model in a rather intuitive way. Our results can be applied to the mostcommon limited dependent variable models such as probit, logit and tobit models
  • 关键词:Decomposition methods; detailed decomposition; explained di.erential; limited;dependent variable models; probit; logit; tobit
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