A Monte Carlo study of bias corrections for panel probit models

被引：2

作者：

Alexander, Blair ^{[1
]}

Breunig, Robert ^{[1
]}

机构：

[1] Australian Natl Univ, Crawford Sch Publ Policy, Canberra, ACT, Australia

来源：

JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION | 2016年 / 86卷 / 01期

关键词：

bias correction; panel probit; marginal effects; C13; C23; TIME-SERIES;

D O I：

10.1080/00949655.2014.994516

中图分类号：

TP39 [计算机的应用];

学科分类号：

081203 ; 0835 ;

摘要：

We examine bias corrections which have been proposed for the fixed effects panel probit model with exogenous regressors, using several different data generating processes to evaluate the performance of the estimators in different situations. We find a best estimator across all cases for coefficient estimates, but when the marginal effects are the quantity of interest no analytical correction is able to outperform the uncorrected maximum-likelihood estimator.

引用

页码：74 / 90

页数：17

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