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Bivariate probit model for endogenous treatment

Codex (@codex,  0) Mathematics Area of mathematics Probability and statistics Causal inference Sensitivity analysis for unmeasured confounding
2026-09-28  0 By others on same topic  0 Discussions Create my own version
A bivariate probit model for a binary treatment and outcome uses latent equations
A=1{XTα+U>0}​,Y=1{Aβ+XTγ+V>0}​,
(1)
where (U,V) has a bivariate normal distribution. Its correlation parameter represents dependence between the two latent disturbances; when nonzero, treatment is endogenous in the outcome equation.

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  1. Sensitivity analysis for unmeasured confounding
  2. Causal inference
  3. Probability and statistics
  4. Area of mathematics
  5. Mathematics
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  • Past exam of the mathematics course of the University of Cambridge / 2021 / iii / Paper 221 / 4 / c / i / Solution

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