Chapter 14: Latent Variable Models

Exercises, Programs and Files:

• 14.2: Parameter Identification in the Probit Model
  • gen_probitdat.m

• 14.3: Probit Model: Application Using Fair's (1978) Data
  • clean_affdata.m
    • Supporting File:
      • AFFDAT2.txt

• 14.5: Posterior Simulation in the Ordered Probit I
  • ord_prob.m

• 14.6: Posterior Simulation in the Ordered Probit II: Nandram and Chen (1996)
  • ord_prob2.m

• 14.7: Posterior Simulation in the Multinomial Probit
  • mnprobit3.m

• 14.9: A Tobit Model with Two-Sided Censoring: A Female Labor Supply Application
  • tobit_gibbs_000.m
    • Supporting File:
      • tobit_data.txt

• 14.12: A Model of Potential Outcomes II
  • gen_tobit.m

• 14.13: Posterior Simulation in an Ordered-Treatment, Ordered Outcome Model
  • ord_treat_gen.m
    • Supporting Files:
      • Data README File
      • healthdata.txt (Data)
      • clean_healthdata.m (File to clean data - run first)

• 14.14: Posterior Simluation in the Stochastic Frontier Model
  • Matlab file to Clean Data
  • Matlab File to fit Cleaned Data

• 14.15: Posterior Simulation in the Two-Part (Hurdle) Model
  • twopart.m (generated data)
  • twopart_trade.m (trade data)
    • Supporting Files:
      • tradedata.txt (Data)

• 14.19: Missing Data III
  • missdata.m