{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2025,6,6]],"date-time":"2025-06-06T11:40:04Z","timestamp":1749210004494,"version":"3.41.0"},"reference-count":25,"publisher":"Oxford University Press (OUP)","issue":"2","license":[{"start":{"date-parts":[[2024,8,13]],"date-time":"2024-08-13T00:00:00Z","timestamp":1723507200000},"content-version":"vor","delay-in-days":0,"URL":"https:\/\/academic.oup.com\/journals\/pages\/open_access\/funder_policies\/chorus\/standard_publication_model"}],"funder":[{"DOI":"10.13039\/501100001809","name":"National Natural Science Foundation of China","doi-asserted-by":"publisher","award":["72073050"],"award-info":[{"award-number":["72073050"]}],"id":[{"id":"10.13039\/501100001809","id-type":"DOI","asserted-by":"publisher"}]}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":[],"published-print":{"date-parts":[[2025,6,6]]},"abstract":"<jats:title>Summary<\/jats:title>\n               <jats:p>This paper develops a closed-form non-parametric estimator of the conditional distribution function for a binary outcome variable given an unobserved latent variable. This type of function is commonly used in models that involve measurement error and dynamic models with agent-specific unobserved heterogeneity. This paper presents a consistent extremum sieve estimator with the following advantages: (i) it has a closed-form expression for all the sieve coefficients, (ii) it is computationally straightforward, equivalent to computing eigenvalues and eigenvectors of matrices without the use of iterative optimization algorithms. While as flexible as the sieve maximum likelihood estimator previously proposed for this model, our estimator proves computationally simpler. The finite sample properties of the estimator are investigated through a Monte Carlo study, and the developed estimator is applied to a probit model to assess the targeting performance of a social welfare program.<\/jats:p>","DOI":"10.1093\/ectj\/utae016","type":"journal-article","created":{"date-parts":[[2024,8,14]],"date-time":"2024-08-14T01:52:02Z","timestamp":1723600322000},"page":"198-218","source":"Crossref","is-referenced-by-count":0,"title":["Simple closed-form estimation of a binary latent variable model"],"prefix":"10.1093","volume":"28","author":[{"given":"Yingyao","family":"Hu","sequence":"first","affiliation":[{"name":"Johns Hopkins University Department of Economics, , 3400\u00a0North Charles Street, Baltimore, MD 21218 ,","place":["USA"]}],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Jingrong","family":"Li","sequence":"additional","affiliation":[{"name":"South China Agricultural University College of Economics and Management, , 483 Wushan Street, Guangzhou, Guangdong 510642 ,","place":["China"]}],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Ji-Liang","family":"Shiu","sequence":"additional","affiliation":[{"name":"Jinan University Institute for Economic and Social Research, , 601 Huangpu Road, Guangzhou, Guangdong 510632 ,","place":["China"]}],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Matthew","family":"Shum","sequence":"additional","affiliation":[{"name":"California Institute of Technology Division of Humanities and Social Sciences, , 1200 East California Boulevard, MC 228-77 Pasadena, CA 91125 ,","place":["USA"]}],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"286","published-online":{"date-parts":[[2024,8,13]]},"reference":[{"key":"2025060607015546400_bib1","doi-asserted-by":"crossref","first-page":"1795","DOI":"10.1111\/1468-0262.00470","article-title":"Efficient estimation of models with conditional moment restrictions containing unknown functions","volume":"71","author":"Ai","year":"2003","journal-title":"Econometrica"},{"key":"2025060607015546400_bib2","doi-asserted-by":"crossref","first-page":"3705","DOI":"10.1016\/S1573-4412(01)05012-7","article-title":"Measurement error in survey data","volume-title":"Handbook of Econometrics","author":"Bound","year":"2001"},{"key":"2025060607015546400_bib3","doi-asserted-by":"crossref","first-page":"736","DOI":"10.1198\/016214504000001088","article-title":"Nonlinear and non-parametric regression and instrumental variables","volume":"99","author":"Carroll","year":"2004","journal-title":"Journal of the American Statistical Association"},{"key":"2025060607015546400_bib4","doi-asserted-by":"crossref","first-page":"901","DOI":"10.1257\/jel.49.4.901","article-title":"Nonlinear models of measurement errors","volume":"49","author":"Chen","year":"2011","journal-title":"Journal of Economic Literature"},{"article-title":"Survey and Research Center for China Household Finance, Southwestern University of Finance and Economics, Chengdu Province, China","year":"2015","author":"China Household Finance Survey","key":"2025060607015546400_bib5"},{"key":"2025060607015546400_bib6","doi-asserted-by":"crossref","first-page":"363","DOI":"10.2307\/1913241","article-title":"Semi-non-parametric maximum likelihood estimation","volume":"55","author":"Gallant","year":"1987","journal-title":"Econometrica"},{"key":"2025060607015546400_bib7","doi-asserted-by":"crossref","first-page":"316","DOI":"10.1016\/j.worlddev.2016.12.011","article-title":"Unconditional cash transfers in China: Who benefits from the rural minimum living standard guarantee (dibao) program?","volume":"93","author":"Golan","year":"2017","journal-title":"World Development"},{"key":"2025060607015546400_bib8","doi-asserted-by":"crossref","first-page":"145","DOI":"10.1016\/j.worlddev.2018.11.010","article-title":"Community-based welfare targeting and political elite capture: Evidence from rural China","volume":"115","author":"Han","year":"2019","journal-title":"World Development"},{"key":"2025060607015546400_bib9","first-page":"271","article-title":"Measurement errors in polynomial regression models","volume":"50","author":"Hausman","year":"1991","journal-title":"Journal of Econometrics"},{"key":"2025060607015546400_bib10","doi-asserted-by":"crossref","DOI":"10.1017\/CBO9780511810817","volume-title":"Matrix Analysis","author":"Horn","year":"1985"},{"key":"2025060607015546400_bib11","doi-asserted-by":"crossref","first-page":"186","DOI":"10.1016\/j.jeconom.2013.02.005","article-title":"Identification of first-price auctions with non-separable unobserved heterogeneity","volume":"174","author":"Hu","year":"2013","journal-title":"Journal of Econometrics"},{"key":"2025060607015546400_bib12","doi-asserted-by":"crossref","first-page":"347","DOI":"10.1002\/jae.1202","article-title":"Estimation of non-linear models with mismeasured regressors using marginal information","volume":"27","author":"Hu","year":"2012","journal-title":"Journal of Applied Econometrics"},{"key":"2025060607015546400_bib13","doi-asserted-by":"crossref","first-page":"392","DOI":"10.1016\/j.jeconom.2014.11.004","article-title":"Closed-form estimation of non-parametric models with non-classical measurement errors","volume":"185","author":"Hu","year":"2015","journal-title":"Journal of Econometrics"},{"key":"2025060607015546400_bib14","doi-asserted-by":"crossref","first-page":"195","DOI":"10.1111\/j.0012-9682.2008.00823.x","article-title":"Instrumental variable treatment of non-classical measurement error models","volume":"76","author":"Hu","year":"2008","journal-title":"Econometrica"},{"key":"2025060607015546400_bib15","doi-asserted-by":"crossref","first-page":"1","DOI":"10.1016\/j.chieco.2018.07.010","article-title":"Evaluating the effectiveness of the rural minimum living standard guarantee (dibao) program in China","volume":"53","author":"Kakwani","year":"2019","journal-title":"China Economic Review"},{"key":"2025060607015546400_bib16","doi-asserted-by":"crossref","first-page":"293","DOI":"10.1093\/restud\/rdq004","article-title":"Identification and estimation of auction models with unobserved heterogeneity","volume":"78","author":"Krasnokutskaya","year":"2011","journal-title":"The Review of Economic Studies"},{"key":"2025060607015546400_bib17","doi-asserted-by":"crossref","first-page":"603","DOI":"10.1017\/S0266466600164060","article-title":"Identification of the binary choice model with misclassification","volume":"16","author":"Lewbel","year":"2000","journal-title":"Econometric Theory"},{"key":"2025060607015546400_bib18","doi-asserted-by":"crossref","first-page":"537","DOI":"10.1111\/j.1468-0262.2006.00756.x","article-title":"Estimation of average treatment effects with misclassification","volume":"75","author":"Lewbel","year":"2007","journal-title":"Econometrica"},{"key":"2025060607015546400_bib19","doi-asserted-by":"crossref","first-page":"1","DOI":"10.1016\/S0304-4076(02)00120-3","article-title":"Robust and consistent estimation of non-linear errors-in-variables models","volume":"110","author":"Li","year":"2002","journal-title":"Journal of Econometrics"},{"key":"2025060607015546400_bib20","doi-asserted-by":"crossref","first-page":"631","DOI":"10.1111\/j.1468-0262.2006.00677.x","article-title":"Identification and estimation of regression models with misclassification","volume":"74","author":"Mahajan","year":"2006","journal-title":"Econometrica"},{"key":"2025060607015546400_bib21","doi-asserted-by":"crossref","first-page":"616","DOI":"10.1162\/003465301753237704","article-title":"Flexible simulated moment estimation of non-linear errors-in-variables models","volume":"83","author":"Newey","year":"2001","journal-title":"Review of Economics and Statistics"},{"key":"2025060607015546400_bib22","doi-asserted-by":"crossref","first-page":"1565","DOI":"10.1111\/1468-0262.00459","article-title":"Instrumental variable estimation of non-parametric models","volume":"71","author":"Newey","year":"2003","journal-title":"Econometrica"},{"key":"2025060607015546400_bib23","doi-asserted-by":"crossref","first-page":"33","DOI":"10.1111\/j.1468-0262.2004.00477.x","article-title":"Estimation of non-linear models with measurement error","volume":"72","author":"Schennach","year":"2004","journal-title":"Econometrica"},{"key":"2025060607015546400_bib24","doi-asserted-by":"crossref","first-page":"201","DOI":"10.1111\/j.1468-0262.2007.00736.x","article-title":"Instrumental variable estimation of non-linear errors-in-variables models","volume":"75","author":"Schennach","year":"2007","journal-title":"Econometrica"},{"key":"2025060607015546400_bib25","doi-asserted-by":"crossref","first-page":"116","DOI":"10.1016\/j.jeconom.2013.03.001","article-title":"Identification and estimation of non-linear dynamic panel data models with unobserved covariates","volume":"175","author":"Shiu","year":"2013","journal-title":"Journal of Econometrics"}],"container-title":["The Econometrics Journal"],"original-title":[],"language":"en","link":[{"URL":"https:\/\/academic.oup.com\/ectj\/advance-article-pdf\/doi\/10.1093\/ectj\/utae016\/59136236\/utae016.pdf","content-type":"application\/pdf","content-version":"am","intended-application":"syndication"},{"URL":"https:\/\/academic.oup.com\/ectj\/article-pdf\/28\/2\/198\/59136236\/utae016.pdf","content-type":"application\/pdf","content-version":"vor","intended-application":"syndication"},{"URL":"https:\/\/academic.oup.com\/ectj\/article-pdf\/28\/2\/198\/59136236\/utae016.pdf","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2025,6,6]],"date-time":"2025-06-06T11:02:09Z","timestamp":1749207729000},"score":1,"resource":{"primary":{"URL":"https:\/\/academic.oup.com\/ectj\/article\/28\/2\/198\/7733082"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2024,8,13]]},"references-count":25,"journal-issue":{"issue":"2","published-online":{"date-parts":[[2024,8,13]]},"published-print":{"date-parts":[[2025,6,6]]}},"URL":"https:\/\/doi.org\/10.1093\/ectj\/utae016","relation":{},"ISSN":["1368-4221","1368-423X"],"issn-type":[{"type":"print","value":"1368-4221"},{"type":"electronic","value":"1368-423X"}],"subject":[],"published-other":{"date-parts":[[2025,5]]},"published":{"date-parts":[[2024,8,13]]}}}