A Monte Carlo study of bias corrections for panel probit models

DOI10.1080/00949655.2014.994516MaRDI QIDQ5222313zbMATH OpenOpenAlexFDO

Authors Blair Alexander, Robert V. Breunig

Publication date 1 April 2020

Published in Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL https://www.cbe.anu.edu.au/researchpapers/CEPR/DP662.pdf

zbMATH Keywords

bias correctionmarginal effectspanel probit

Mathematics Subject Classification ID

Statistics (62-XX)

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Cites work

• Analysis of Covariance with Qualitative Data
• Consistent Estimates Based on Partially Consistent Observations
• Econometric analysis of cross section and panel data.
• Fixed effects estimation of structural parameters and marginal effects in panel probit models
• Jackknife and analytical bias reduction for nonlinear panel models.
• Modified profile likelihood for fixed-effects panel data models
• NOTES ON BIAS IN ESTIMATION
• On the Pooling of Time Series and Cross Section Data
• Pseudo conditional maximum likelihood estimation of the dynamic logit model for binary panel data
• Robust Priors in Nonlinear Panel Data Models
• Saddlepoint approximation methods for testing of serial correlation in panel time series data
• Split-panel jackknife estimation of fixed-effect models
• The behaviour of the maximum likelihood estimator of limited dependent variable models in the presence of fixed effects
• The incidental parameter problem since 1948

Cited in

(6)

• Second-order corrected likelihood for nonlinear panel models with fixed effects
• Almost Consistent Estimation of Panel Probit Models with “Small” Fixed Effects
• Fixed effects estimation of structural parameters and marginal effects in panel probit models
• Efficient bias correction for cross-section and panel data
• The robustness of conditional logit for binary response panel data models with serial correlation
• A Monte Carlo study of growth regressions

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