• Media type: Report; E-Book
  • Title: A Detailed Decomposition for Limited Dependent Variable Models
  • Contributor: Schwiebert, Jörg [Author]
  • Published: Hannover: Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, 2012
  • Language: English
  • Keywords: tobit ; limited dependent variable models ; logit ; explained di erential ; probit ; detailed decomposition ; C40 ; J31 ; Decomposition methods ; J70
  • Origination:
  • Footnote: Diese Datenquelle enthält auch Bestandsnachweise, die nicht zu einem Volltext führen.
  • Description: In this paper, we consider a detailed decomposition method for limited dependent variable models. That means, we propose a method to decompose the differential in the (limited dependent) outcome variable between two groups into the contributions of the explanatory variables. We provide a theoretical derivation of the detailed decomposition and show how this decomposition can be estimated consistently. In contrast to decomposition approaches already presented in the literature, our method leads to a unique decomposition and accounts for the nonlinearity of the underlying econometric model in a rather intuitive way. Our results can be applied to the most common limited dependent variable models such as probit, logit and tobit models.
  • Access State: Open Access