02142cam a22002537 4500001000600000003000500006005001700011008004100028100002300069245017300092260006600265490005100331500001800382520086900400530006101269538007201330538003601402690011401438690014501552710004201697830008601739856003701825856002601862t0248NBER20140722053706.0140722s2000 mau||||fs|||| 000 0 eng d1 aAngrist, Joshua D.10aEstimation of Limited-Dependent Variable Models with Dummy Endogenous Regressorsh[electronic resource]:bSimple Strategies for Empirical Practice /cJoshua D. Angrist. aCambridge, Mass.bNational Bureau of Economic Researchc2000.1 aNBER technical working paper seriesvno. t0248 aJanuary 2000.3 aApplied economists have long struggled with the question of how to accommodate binary endogenous regressors in models with binary and non-negative outcomes. I argue here that much of the difficulty with limited-dependent variables comes from a focus on structural parameters, such as index coefficients, instead of causal effects. Once the object of estimation is taken to be the causal effect of treatment, a number of simple strategies is available. These include conventional two-stage least squares, multiplicative models for conditional means, linear approximation of nonlinear causal models, models for distribution effects, and quantile regression with an endogenous binary regressor. The estimation strategies discussed in the paper are illustrated by using multiple births to estimate the effect of childbearing on employment status and hours of work. aHardcopy version available to institutional subscribers. aSystem requirements: Adobe [Acrobat] Reader required for PDF files. aMode of access: World Wide Web. 7aC34 - Truncated and Censored Models • Switching Regression Models2Journal of Economic Literature class. 7aC35 - Discrete Regression and Qualitative Choice Models • Discrete Regressors • Proportions2Journal of Economic Literature class.2 aNational Bureau of Economic Research. 0aTechnical Working Paper Series (National Bureau of Economic Research)vno. t0248.4 uhttp://www.nber.org/papers/t0248 uurn:doi:10.3386/t0248