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The identification & economic content of ordered choice models with stochastic thresholds
Author(s)
Date Issued
2007-07-16
Date Available
2010-02-25T15:20:01Z
Abstract
This paper extends the widely used ordered choice model by introducing stochastic
thresholds and interval-specific outcomes. The model can be interpreted as a generalization of the GAFT (MPH) framework for discrete duration data that jointly models
durations and outcomes associated with different stopping times. We establish conditions for nonparametric identification. We interpret the ordered choice model as a special case of a general discrete choice model and as a special case of a dynamic
discrete choice model.
thresholds and interval-specific outcomes. The model can be interpreted as a generalization of the GAFT (MPH) framework for discrete duration data that jointly models
durations and outcomes associated with different stopping times. We establish conditions for nonparametric identification. We interpret the ordered choice model as a special case of a general discrete choice model and as a special case of a dynamic
discrete choice model.
Sponsorship
Claudio Haddad Dissertation Fund at the University of Chicago
National Institutes of Health
National Science Foundation
Type of Material
Working Paper
Publisher
University College Dublin. Geary Institute
Series
UCD Geary Institute Discussion Paper Series
WP/26/2007
Classification
C31
Subject – LCSH
Analysis of variance
Mathematical models
Language
English
Status of Item
Not peer reviewed
This item is made available under a Creative Commons License
File(s)
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GearyWp200726.pdf
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378.07 KB
Format
Adobe PDF
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