Partial identification in binary response models with nonignorable nonresponses

This study investigates the identification of parameters in semiparametric binary response models of the form y=1(x′β+v+ε>0) when there are nonignorable nonresponses. We propose an estimation procedure for the identified set, the set of parameters that are observationally indistinguishable from the true value β, based on the special regressor approach of Lewbel (2000). We show that the estimator for the identified set is consistent in the Hausdorff metric.