eprintid: 21994
rev_number: 16
eprint_status: archive
userid: 1482
importid: 105
dir: disk0/00/02/19/94
datestamp: 2016-05-30 10:49:32
lastmod: 2021-04-02 15:53:49
status_changed: 2018-03-21 13:59:14
type: monograph
metadata_visibility: no_search
creators_name: Van Keilegom, Ingrid
creators_name: Vanhems, Anne
creators_idrefppn: 170312534
creators_idrefppn: 061390313
title: Estimation of a semiparametric transformation model in the presence of endogeneity
ispublished: pub
subjects: subjects_ECO
abstract: We consider a semiparametric transformation model, in which the regression func- tion has an additive nonparametric structure and the transformation of the response is assumed to belong to some parametric family. We suppose that endogeneity is present in the explanatory variables. Using a control function approach, we show that the pro- posed model is identified under suitable assumptions, and propose a profile estimation method for the transformation. The proposed estimator is shown to be asymptotically normal under certain regularity conditions. A simulation study shows that the esti- mator behaves well in practice. Finally, we give an empirical example using the U.K. Family Expenditure Survey.
date: 2016-05
date_type: published
publisher: TSE Working Paper
official_url: http://tse-fr.eu/pub/30482
faculty: tse
divisions: tse
keywords: Causal inference
keywords: Semiparametric regression
keywords: Transformation models
keywords: Profiling
keywords: Endogeneity
keywords: Instrumental variable
keywords: Control function
keywords: Additive models
language: en
has_fulltext: TRUE
view_date_year: 2016
full_text_status: public
monograph_type: working_paper
series: TSE Working Paper
volume: 16-654
place_of_pub: Toulouse
pages: 40
institution: Université Toulouse 1 Capitole
department: Toulouse school of economics
book_title: TSE Working Paper
oai_identifier: oai:tse-fr.eu:30482
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oai_lastmod: 2018-02-14T09:18:22Z
oai_set: tse
oai_set: ut1c
site: ut1
citation:   Van Keilegom, Ingrid <https://www.idref.fr/170312534> and Vanhems, Anne <https://www.idref.fr/061390313>  (2016) Estimation of a semiparametric transformation model in the presence of endogeneity.  TSE Working Paper, n. 16-654, Toulouse     
document_url: https://publications.ut-capitole.fr/id/eprint/21994/1/wp_tse_654.pdf