메뉴 건너뛰기




Volumn 21, Issue 12, 2012, Pages 1444-1455

Copula bivariate probit models: With an application to medical expenditures

Author keywords

binary endogenous regressor; bivariate probit; Clayton copula; Frank copula

Indexed keywords

ARTICLE; BIVARIATE ANALYSIS; HEALTH CARE COST; HEALTH ECONOMICS; HEALTH INSURANCE; NORMAL DISTRIBUTION; OUTCOME VARIABLE; PRIORITY JOURNAL;

EID: 84868514298     PISSN: 10579230     EISSN: 10991050     Source Type: Journal    
DOI: 10.1002/hec.1801     Document Type: Article
Times cited : (62)

References (27)
  • 1
    • 27744551283 scopus 로고    scopus 로고
    • Pseudo-likelihood ratio tests for model selection in semiparametric multivariate copula models
    • Chen X, Fan Y,. 2005. Pseudo-likelihood ratio tests for model selection in semiparametric multivariate copula models. Canadian Journal of Statistics 33: 389-414.
    • (2005) Canadian Journal of Statistics , vol.33 , pp. 389-414
    • Chen, X.1    Fan, Y.2
  • 2
    • 34848873105 scopus 로고    scopus 로고
    • Estimating a generalized correlation coefficient for a generalized bivariate probit model
    • Chen S, Zhou Y,. 2007. Estimating a generalized correlation coefficient for a generalized bivariate probit model. Journal of Econometrics 141: 1100-1114.
    • (2007) Journal of Econometrics , vol.141 , pp. 1100-1114
    • Chen, S.1    Zhou, Y.2
  • 3
    • 0000926206 scopus 로고
    • On the distribution of the likelihood ratio
    • Chernoff H,. 1954. On the distribution of the likelihood ratio. Annals of Mathematical Statistics 25: 573-578.
    • (1954) Annals of Mathematical Statistics , vol.25 , pp. 573-578
    • Chernoff, H.1
  • 4
    • 33750503771 scopus 로고    scopus 로고
    • Bayesian analysis of the two-part model with endogeneity: Application to health care expenditure
    • Deb P, Munkin MK, Trivedi PK,. 2006. Bayesian analysis of the two-part model with endogeneity: application to health care expenditure. Journal of Applied Econometrics 21: 1081-1099.
    • (2006) Journal of Applied Econometrics , vol.21 , pp. 1081-1099
    • Deb, P.1    Munkin, M.K.2    Trivedi, P.K.3
  • 5
    • 70350778533 scopus 로고    scopus 로고
    • The influence of supplementary health insurance on switching behaviour: Evidence from Swiss data
    • Dormont B, Geoffard P-Y, Lamiraud K,. 2009. The influence of supplementary health insurance on switching behaviour: evidence from Swiss data. Health Economics 18: 1339-1356.
    • (2009) Health Economics , vol.18 , pp. 1339-1356
    • Dormont, B.1    Geoffard, P.-Y.2    Lamiraud, K.3
  • 6
    • 33845641725 scopus 로고    scopus 로고
    • Underage alcohol use, delinquency, and criminal activity
    • French MT, Maclean JC,. 2006. Underage alcohol use, delinquency, and criminal activity. Health Economics 15: 1261-1281.
    • (2006) Health Economics , vol.15 , pp. 1261-1281
    • French, M.T.1    MacLean, J.C.2
  • 7
    • 33750691377 scopus 로고    scopus 로고
    • Choice of dialysis treatment and type of medical unit (private vs public), application of a recursive bivariate probit
    • Gitto L, Santoro D, Sobbrio G,. 2006. Choice of dialysis treatment and type of medical unit (private vs public), application of a recursive bivariate probit. Health Economics 15: 1251-1256.
    • (2006) Health Economics , vol.15 , pp. 1251-1256
    • Gitto, L.1    Santoro, D.2    Sobbrio, G.3
  • 8
    • 0001766028 scopus 로고
    • The common structure of statistical models of truncation, sample selection and limited dependent variables and a simple estimator for such models
    • Heckman JJ,. 1976. The common structure of statistical models of truncation, sample selection and limited dependent variables and a simple estimator for such models. Annals of Economic and Social Measurement 5: 475-492.
    • (1976) Annals of Economic and Social Measurement , vol.5 , pp. 475-492
    • Heckman, J.J.1
  • 12
    • 68949220402 scopus 로고    scopus 로고
    • Parametric links for binary choice models: A Fisherian-Bayesian colloquy
    • Koenker R, Yoon J,. 2009. Parametric links for binary choice models: a Fisherian-Bayesian colloquy. Journal of Econometrics 152: 120-130.
    • (2009) Journal of Econometrics , vol.152 , pp. 120-130
    • Koenker, R.1    Yoon, J.2
  • 13
    • 67149128112 scopus 로고    scopus 로고
    • The impact of diabetes on employment in Canada
    • Latif E,. 2009. The impact of diabetes on employment in Canada. Health Economics 18: 577-589.
    • (2009) Health Economics , vol.18 , pp. 577-589
    • Latif, E.1
  • 14
    • 0000756502 scopus 로고
    • Generalized econometric models with selectivity
    • Lee L-F,. 1983. Generalized econometric models with selectivity. Econometrica 51: 507-512.
    • (1983) Econometrica , vol.51 , pp. 507-512
    • Lee, L.-F.1
  • 15
    • 1142275382 scopus 로고    scopus 로고
    • Does problem drinking affect employment? Evidence from England
    • MacDonald Z, Shields MA,. 2004. Does problem drinking affect employment? Evidence from England. Health Economics 13: 139-155.
    • (2004) Health Economics , vol.13 , pp. 139-155
    • MacDonald, Z.1    Shields, M.A.2
  • 16
    • 0002897235 scopus 로고
    • A two-part model of the demand for medical care: Preliminary results from the Health Insurance Study
    • van der Gaag J. Perlman M. (eds.). North-Holland: Amsterdam
    • Manning WG, Morris CN, Newhouse JP, et al,. 1981. A two-part model of the demand for medical care: preliminary results from the Health Insurance Study. In Health, Economics, and Health Economics, van der Gaag J, Perlman M, (eds.). North-Holland: Amsterdam; 103-123.
    • (1981) Health, Economics, and Health Economics , pp. 103-123
    • Manning, W.G.1    Morris, C.N.2    Newhouse, J.P.3
  • 17
    • 34248547072 scopus 로고    scopus 로고
    • Score tests of normality in bivariate probit models
    • Murphy A,. 2007. Score tests of normality in bivariate probit models. Economics Letters 95: 374-379.
    • (2007) Economics Letters , vol.95 , pp. 374-379
    • Murphy, A.1
  • 19
    • 0036054970 scopus 로고    scopus 로고
    • A flexible parametric selection model for non-normal data with an application to health care usage
    • Prieger J,. 2002. A flexible parametric selection model for non-normal data with an application to health care usage. Journal of Applied Econometrics 17: 367-392.
    • (2002) Journal of Applied Econometrics , vol.17 , pp. 367-392
    • Prieger, J.1
  • 20
    • 70349100024 scopus 로고    scopus 로고
    • Likelihood based estimation in a panel setting: Robustness, redundancy and validity of copulas
    • Prokhorov A, Schmidt P,. 2009. Likelihood based estimation in a panel setting: robustness, redundancy and validity of copulas. Journal of Econometrics 153: 93-104.
    • (2009) Journal of Econometrics , vol.153 , pp. 93-104
    • Prokhorov, A.1    Schmidt, P.2
  • 21
    • 30544445741 scopus 로고    scopus 로고
    • Modelling sample selection using Archimedean copulas
    • Smith MD,. 2003. Modelling sample selection using Archimedean copulas. Econometrics Journal 6: 99-123.
    • (2003) Econometrics Journal , vol.6 , pp. 99-123
    • Smith, M.D.1
  • 22
    • 33845518301 scopus 로고    scopus 로고
    • Using copulas to model switching regimes with an application to child labour
    • Smith MD,. 2005. Using copulas to model switching regimes with an application to child labour. Economic Record 81: S47-S57.
    • (2005) Economic Record , vol.81
    • Smith, M.D.1
  • 23
    • 33646553014 scopus 로고    scopus 로고
    • Maternal health: Does prenatal care make a difference?
    • Smith Conway K, Kutinova A,. 2006. Maternal health: does prenatal care make a difference? Health Economics 15: 461-488.
    • (2006) Health Economics , vol.15 , pp. 461-488
    • Smith Conway, K.1    Kutinova, A.2
  • 25
    • 84919622509 scopus 로고    scopus 로고
    • Pitfalls in modeling dependence structures: Explorations with copulas
    • Castle J. Shephard N. (eds.). Oxford University Press: Oxford
    • Trivedi PK, Zimmer D,. 2009. Pitfalls in modeling dependence structures: explorations with copulas. In The Methodology and Practice of Econometrics, Castle J, Shephard N, (eds.). Oxford University Press: Oxford.
    • (2009) The Methodology and Practice of Econometrics
    • Trivedi, P.K.1    Zimmer, D.2
  • 26
    • 0002644952 scopus 로고
    • Maximum likelihood estimation of misspecified models
    • White H,. 1982. Maximum likelihood estimation of misspecified models. Econometrica 50: 1-26.
    • (1982) Econometrica , vol.50 , pp. 1-26
    • White, H.1
  • 27
    • 0034369087 scopus 로고    scopus 로고
    • Identification of multiple equation probit models with endogenous dummy regressors
    • Wilde J,. 2000. Identification of multiple equation probit models with endogenous dummy regressors. Economics Letters 69: 309-312.
    • (2000) Economics Letters , vol.69 , pp. 309-312
    • Wilde, J.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.