Econometrica: Jan 2010, Volume 78, Issue 1
Binary Response Models for Panel Data: Identification and Information
Gary ChamberlainThis 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.
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