Not logged in.
Quick Search - Contribution
Contribution Details
| Type | Journal Article |
| Scope | Discipline-based scholarship |
| Title | Copula bivariate probit models: with an application to medical expenditures |
| Organization Unit | |
| Authors |
|
| Item Subtype | Original Work |
| Refereed | Yes |
| Status | Published in final form |
| Language |
|
| Journal Title | Health Economics |
| Publisher | Wiley-Blackwell |
| Geographical Reach | international |
| ISSN | 1057-9230 |
| Volume | 21 |
| Number | 12 |
| Page Range | 1444 - 1455 |
| Date | 2012 |
| Abstract Text | The bivariate probit model is frequently used for estimating the effect of an endogenous binary regressor (the ‘treatment’) on a binary health outcome variable. This paper discusses simple modifications that maintain the probit assumption for the marginal distributions while introducing non-normal dependence using copulas. In an application of the copula bivariate probit model to the effect of insurance status on the absence of ambulatory health care expenditure, a model based on the Frank copula outperforms the standard bivariate probit model. |
| Free access at | Related URL |
| Digital Object Identifier | 10.1002/hec.1801 |
| Other Identification Number | merlin-id:7091 |
| PDF File |
Download from ZORA
|
| Export |
BibTeX
EP3 XML (ZORA)
|
| Keywords | Health Policy |