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Consistent estimation of binary-choice panel data models with heterogeneous linear trends
| Content Provider | Semantic Scholar |
|---|---|
| Author | Thomas, Alban |
| Copyright Year | 2006 |
| Abstract | This paper presents an extension of fixed effects binary choice models for panel data, to the case of heterogeneous linear trends. Two estimators are proposed: a Logit estimator based on double conditioning and a semiparametric, smoothed maximum score estimator based on double differences. We investigate small-sample properties of these estimators with a Monte Carlo simulation experiment, and compare their statistical properties with standard fixed effects procedures. An empirical application to land renting decisions of Russian households between 1996 and 2002 is proposed. |
| File Format | PDF HTM / HTML |
| Alternate Webpage(s) | https://www.researchgate.net/profile/Alban_Thomas/publication/4732521_Consistent_estimation_of_binary-choice_panel_data_models_with_heterogeneous_linear_trends/links/09e4150504ba4ef171000000.pdf |
| Language | English |
| Access Restriction | Open |
| Subject Keyword | Conditioning (Psychology) Data model Fixed effects model Genetic Heterogeneity Leucaena pulverulenta Maximum score estimator Monte Carlo method Panel data Semiparametric model Simulation Smoothing (statistical technique) |
| Content Type | Text |
| Resource Type | Article |
