Project CEMAPRE internal
Title | Identification of (nonlinear) models under Response Based Sampling |
Participants | Pierre Hoonhout (Principal Investigator) |
Summary | There is a wide range of questions that can only be answered using nonlinear regression models. Identification of nonlinear regression models is fairly well established under random sampling. For some estimation problems, random sampling is not feasible. For instance, when investigating rare diseases or the homeless a random sample is unlikely to contain sampling units that have the rare disease or are homeless. In these cases, a response based sampling scheme is more appropriate. Regression models are no longer identified without some kind of auxiliary information. The identification results that are currently available in the literature are very model specific (e.g. Imbens and Lancaster 1992, Econometrica). We derive identification conditions that cover any nonlinear model. |