Practical guidelines for the estimation and inference of a dynamic logistic model with fixed-effects

Romain Aeberhardt; Laurent Davezies

doi:10.1016/j.econlet.2011.12.061

Practical guidelines for the estimation and inference of a dynamic logistic model with fixed-effects

Romain Aeberhardt
, Laurent Davezies

ENSAE

Résultats de recherche: Contribution à un journal › Article › Revue par des pairs

Résumé

This paper shows how to simply compute one of the estimators proposed by. Honoré and Kyriazidou (2000), as well as its variance, through a reshaping of the original dataset that is then used in a weighted logistic regression with clustering.

langue originale	Anglais
Pages (de - à)	300-304
Nombre de pages	5
journal	Economics Letters
Volume	115
Numéro de publication	2
Les DOIs	https://doi.org/10.1016/j.econlet.2011.12.061
état	Publié - 1 mai 2012
Modification externe	Oui

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10.1016/j.econlet.2011.12.061

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abstract = "This paper shows how to simply compute one of the estimators proposed by. Honor{\'e} and Kyriazidou (2000), as well as its variance, through a reshaping of the original dataset that is then used in a weighted logistic regression with clustering.",

keywords = "Conditional logit, Incidental parameters, Markovian process, State dependence",

author = "Romain Aeberhardt and Laurent Davezies",

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AB - This paper shows how to simply compute one of the estimators proposed by. Honoré and Kyriazidou (2000), as well as its variance, through a reshaping of the original dataset that is then used in a weighted logistic regression with clustering.

KW - Conditional logit

KW - Incidental parameters

KW - Markovian process

KW - State dependence

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AN - SCOPUS:84855809490

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VL - 115

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JO - Economics Letters

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Practical guidelines for the estimation and inference of a dynamic logistic model with fixed-effects

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