面板数据二元响应模型:识别与信息

Binary Response Models for Panel Data: Identification and Information

Econometrica · 2010
被引 154
人大 A+FT50ABS 4*

中文导读

研究预测二元结果的面板数据模型,其中条件概率由给定分布函数在预测变量线性组合处求值得到,且存在未观测的随机效应,其条件分布不受限制。

Abstract

This paper considers a panel data model for predicting a binary outcome. The conditional probability of a positive response is obtained by evaluating a given distribution function (F) at a linear combination of the predictor variables. One of the predictor variables is unobserved. It is a random effect that varies across individuals but is constant over time. The semiparametric aspect is that the conditional distribution of the random effect, given the predictor variables, is unrestricted. Copyright 2010 The Econometric Society.

面板数据二元响应模型识别信息