The equivalence of two estimators of the fixed-effects logit model

被引：35

作者：

Abrevaya, J

机构：

来源：

ECONOMICS LETTERS | 1997年 / 55卷 / 01期

关键词：

binary panel data; fixed effects; conditional logit;

D O I：

10.1016/S0165-1765(97)00044-X

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

This note shows that the scale-adjusted maximum likelihood estimator suggested by a result of [Andersen, 1973. Conditional inference and models for measuring. Mentalhygiejnisk Forlag, Copenhagen] is equivalent to the conditional logit estimator of [Chamberlain, 1980. Analysis of covariance with qualitative data. Review of Economic Studies 47, 225-238.] for the fixed-effects logit model with two time periods. (C) 1997 Elsevier Science S.A.

引用

页码：41 / 43

页数：3

共 5 条

[1]

Andersen Erling B, 1973, Conditional inference and models for measuring

[2] ANALYSIS OF COVARIANCE WITH QUALITATIVE DATA [J].

CHAMBERLAIN, G .

REVIEW OF ECONOMIC STUDIES, 1980, 47 (01) :225-238

[3]

Chamberlain G., 1984, HDB ECONOMETRICS, V2, P1247, DOI DOI 10.1016/S1573-4412(84)02014-6

[4]

Hsiao C., 1986, ANAL PANEL DATA, DOI [10.1017/CBO9781139839327, DOI 10.1017/CBO9780511754203]

[5] CONSISTENT ESTIMATES BASED ON PARTIALLY CONSISTENT OBSERVATIONS [J].

Neyman, J. ;

Scott, Elizabeth L. .

ECONOMETRICA, 1948, 16 (01) :1-32

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