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Dependent Variable Models (dependent + variable_models)

Distribution by Scientific Domains
Business, Economics, Finance and Accounting50%

Kinds of Dependent Variable Models

  • limited dependent variable models
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    Selected Abstracts

    Bayesian Estimation of Limited Dependent Variable Spatial Autoregressive Models

    GEOGRAPHICAL ANALYSIS, Issue 1 2000
    James P. LeSage
    A Gibbs sampling (Markov chain Monte Carlo) method for estimating spatial autoregressive limited dependent variable models is presented. The method can accommodate data sets containing spatial outliers and general forms of non-constant variance. It is argued that there are several advantages to the method proposed here relative to that proposed and illustrated in McMillen (1992) for spatial probit models. [source]

    The labour market for nursing: a review of the labour supply literature

    HEALTH ECONOMICS, Issue 6 2003
    Emanuela Antonazzo
    Abstract The need to ensure adequate numbers of motivated health professionals is at the forefront of the modernisation of the UK NHS. The aim of this paper is to assess current understanding of the labour supply behaviour of nurses, and to propose an agenda for further research. In particular, the paper reviews American and British economics literature that focuses on empirical econometric studies based on the classical static labour supply model. American research could be classified into first generation, second generation and recent empirical evidence. Advances in methods mirror those in the general labour economics literature, and include the use of limited dependent variable models and the treatment of sample selection issues. However, there is considerable variation in results, which depends on the methods used, particularly on the effect of wages. Only one study was found that used UK data, although other studies examined the determinants of turnover, quit rates and job satisfaction. The agenda for further empirical research includes the analysis of discontinuities in the labour supply function, the relative importance of pecuniary and non-pecuniary job characteristics, and the application of dynamic and family labour supply models to nursing research. Such research is crucial to the development of evidence-based policies. Copyright © 2002 John Wiley & Sons, Ltd. [source]

    PAIRWISE DIFFERENCE ESTIMATION WITH NONPARAMETRIC CONTROL VARIABLES,

    INTERNATIONAL ECONOMIC REVIEW, Issue 4 2007
    Andres Aradillas-Lopez
    This article extends the pairwise difference estimators for various semilinear limited dependent variable models proposed by Honoré and Powell (Identification and Inference in Econometric Models. Essays in Honor of Thomas Rothenberg Cambridge: Cambridge University Press, 2005) to permit the regressor appearing in the nonparametric component to itself depend upon a conditional expectation that is nonparametrically estimated. This permits the estimation approach to be applied to nonlinear models with sample selectivity and/or endogeneity, in which a "control variable" for selectivity or endogeneity is nonparametrically estimated. We develop the relevant asymptotic theory for the proposed estimators and we illustrate the theory to derive the asymptotic distribution of the estimator for the partially linear logit model. [source]

    A Box,Cox Double-hurdle Model

    THE MANCHESTER SCHOOL, Issue 2 2000
    Andrew M. Jones
    The double-hurdle model with dependence is extended by incorporating the Box,Cox transformation. The model nests a range of popular limited dependent variable models, including the Gaussian double-hurdle, the generalized Tobit, and two-part models. Estimates of US beef consumption suggest that the Box,Cox specification outperforms all other restrictive models. Price elasticities are small and similar to findings in the literature. Household age composition and demographic variables also play significant roles in determining beef consumption. Income and cross-price elasticities are insignificant. [source]