Binary Response Models for Panel Data: Identification and Information
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。
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.