Econometrica: Jan 2010, Volume 78, Issue 1

Binary Response Models for Panel Data: Identification and Information

https://doi.org/10.3982/ECTA8419
p. 159-168

Gary Chamberlain

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 () 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.

Log In To View Full Content

Back