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Discrete Choice Labor Supply : Conditional Logit vs. Random Coefficient Models

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Author Info
Peter Haan

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Abstract

Estimating labor supply functions using a discrete rather than a continuous specification has become increasingly popular in recent years. On basis of the German Socioeconomic Panel (GSOEP) I test which specification of discrete choice is the appropriate model for estimating labor supply: the standard conditional logit model or the random coefficient model. To the extent that effect heterogeneity is present in empirical models of labor supply functions, the application of a random coefficient model is necessary to avoid biased estimates. However, because of the complex structure, random coefficient models defy calculating confidence intervals of marginal effects or elasticities. Therefore, if heterogeneity is nonexistent or does not lead to a significant bias in the derived labor supply elasticities, standard discrete choice models provide the more favorable choice. Due to their simple structure, conditional logit models are far less computational intensive providing standard tools to calculate confidence intervals of elasticities. My findings suggest that effect heterogeneity is present when estimating a discrete choice model of labor supply drawing on data of the GSOEP. However, the labor supply elastisities derived form the specifications with and without random effects do not differ significantly. That leads to the conclusion that the standard discrete choice model, attractive for its simple structure, provides an adequate model choice for the analysis of labor supply functions based on the GSOEP.

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Paper provided by DIW Berlin, German Institute for Economic Research in its series Discussion Papers of DIW Berlin with number 394.

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Length: 19 p.
Date of creation: 2004
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Handle: RePEc:diw:diwwpp:dp394

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Related research
Keywords: Labor supply Discrete choice models Specification test

Find related papers by JEL classification:
C25 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Discrete Regression and Qualitative Choice Models
C52 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Evaluation and Testing
J22 - Labor and Demographic Economics - - Demand and Supply of Labor - - - Time Allocation and Labor Supply

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References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
  1. Kenneth Train, 2000. "Halton Sequences for Mixed Logit," Department of Economics, Working Paper Series 1035, Department of Economics, Institute for Business and Economic Research, UC Berkeley. [Downloadable!]
    Other versions:
  2. Sophia Rabe-Hesketh & Anders Skrondal & Andrew Pickles, 2004. "GLLAMM Manual," U.C. Berkeley Division of Biostatistics Working Paper Series 1160, Berkeley Electronic Press. [Downloadable!]
  3. Viktor Steiner & Katharina Wrohlich, 2004. "Household Taxation, Income Splitting and Labor Supply Incentives : A Microsimulation Study for Germany," Discussion Papers of DIW Berlin 421, DIW Berlin, German Institute for Economic Research. [Downloadable!]
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    Other versions:
  6. Sophia Rabe-Hesketh & Anders Skrondal & Andrew Pickles, 2002. "Reliable estimation of generalized linear mixed models using adaptive quadrature," Stata Journal, StataCorp LP, vol. 2(1), pages 1-21, February. [Downloadable!]
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Cited by:
(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)

  1. Arntz, Melanie & Boeters, Stefan & Gürtzgen, Nicole & Schubert, Stefanie, 2006. "Analysing welfare reform in a microsimulation-AGE model : the value of disaggregation," ZEW Discussion Papers 06-76, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research. [Downloadable!]
    Other versions:
  2. Bargain, Olivier & Orsini, Kristian, 2004. "In-Work Policies in Europe: Killing Two Birds with One Stone?," IZA Discussion Papers 1445, Institute for the Study of Labor (IZA). [Downloadable!]
    Other versions:
  3. Viktor Steiner & Katharina Wrohlich, 2004. "Household Taxation, Income Splitting and Labor Supply Incentives : A Microsimulation Study for Germany," Discussion Papers of DIW Berlin 421, DIW Berlin, German Institute for Economic Research. [Downloadable!]
  4. Peter Haan & Viktor Steiner, 2005. "Labor Market Effects of the German Tax Reform 2000," Discussion Papers of DIW Berlin 472, DIW Berlin, German Institute for Economic Research. [Downloadable!]
  5. Viktor Steiner & Katharina Wrohlich, 2004. "Work Incentives and Labor Supply Effects of the 'Mini-Jobs Reform' in Germany," Discussion Papers of DIW Berlin 438, DIW Berlin, German Institute for Economic Research. [Downloadable!]
    Other versions:
  6. Katharina Wrohlich, 2004. "Child Care Costs and Mothers’ Labor Supply : An Empirical Analysis for Germany," Discussion Papers of DIW Berlin 412, DIW Berlin, German Institute for Economic Research. [Downloadable!]
  7. Peter Haan & Viktor Steiner, 2004. "Distributional and Fiscal Effects of the German Tax Reform 2000 : A Behavioral Microsimulation Analysis," Discussion Papers of DIW Berlin 419, DIW Berlin, German Institute for Economic Research. [Downloadable!]
  8. Fuest, Clemens & Peichl, Andreas & Schaefer, Thilo, 2005. "Dokumentation FiFoSiM: Integriertes Steuer-Transfer-Mikrosimulations- und CGE-Modell," FiFo-CPE Discussion Papers - Finanzwissenschaftliche Diskussionsbeiträge 05-3, University of Cologne, CPE - Cologne Center for Public Economics. [Downloadable!]
  9. Melanie Arntz & Stefan Boeters & Nicole Gürtzgen & Stefanie Schubert, 2006. "Analysing Welfare Reform in a Microsimulation-AGE Model," Computing in Economics and Finance 2006 109, Society for Computational Economics. [Downloadable!]
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