Identification issues in some double-index models for non-negative data

Georgios Papadopoulos; Joao Santos Silva

doi:10.1016/j.econlet.2012.06.001

Identification issues in some double-index models for non-negative data

Georgios Papadopoulos, Joao Santos Silva

Research output: Contribution to journal › Article › peer-review

14 Citations (Scopus)

Abstract

We highlight a subtle identification problem that afflicts models for non-negative data in which the conditional expectation is specified as the product of a logit and an exponential function. The results are illustrated with an empirical model for medical expenditures.

Original language	English
Pages (from-to)	365-367
Number of pages	3
Journal	Economics Letters
Volume	117
Issue number	1
DOIs	https://doi.org/10.1016/j.econlet.2012.06.001
Publication status	Published - Oct 2012

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10.1016/j.econlet.2012.06.001

Cite this

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title = "Identification issues in some double-index models for non-negative data",

abstract = "We highlight a subtle identification problem that afflicts models for non-negative data in which the conditional expectation is specified as the product of a logit and an exponential function. The results are illustrated with an empirical model for medical expenditures.",

author = "Georgios Papadopoulos and {Santos Silva}, Joao",

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doi = "10.1016/j.econlet.2012.06.001",

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AU - Santos Silva, Joao

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AB - We highlight a subtle identification problem that afflicts models for non-negative data in which the conditional expectation is specified as the product of a logit and an exponential function. The results are illustrated with an empirical model for medical expenditures.

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DO - 10.1016/j.econlet.2012.06.001

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SP - 365

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JO - Economics Letters

JF - Economics Letters

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