Limited Dependent Variable Models Using Panel Data
综述了面板数据中受限因变量模型的估计方法，讨论了连续因变量下的固定效应与随机效应、序列相关与状态依赖问题，并比较了面板Logit、Probit和Tobit模型。
This paper presents a survey of the methods used in the estimation of limited dependent variable models with panel data. It first reviews some issues in the analysis of panel data when the dependent variables are continuous. The problems of fixed effects vs. random effects and serious correlation vs. state dependence are discussed with reference to continuous data. The paper then discusses these problems with reference to the panel logit, panel probit, and panel tobit models. The paper presents a comparative assessment of these models.