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Altonji-Ichimura Estimatipon Procedure 如何在Stata中实现？treatreg? ivprobit?ivtobit?
附件541页说了：
To estimate the derivatives corrected for censoring at zero,
we adopt the procedure proposed by Altonji et al.(2007): the ‘A-I estimation
procedure’. The procedure can cope with the case where the unobserved hetero-geneity that determines the transfer amount, such as the degree of intergenera-tional altruism, is not additively separable.
The estimation method can be described briefly as follows (Altonji et al.,
2007). Suppose that the transfer amount T is determined by function M(X, u),
where X is the vector of determinants of the transfer amount and u is a scalar
random variable. We observe T = M(X, u) i fM(X, u) > 0, and T = 0 otherwise.
They also present Monte Carlo evidence that shows that the generalized
method works well for both non-separable and separable cases. This estimation
method is used by Altonji et al.(1997) to estimate the derivatives of downstream
intergenerational transfers in the USA.
非常感谢！
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