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Semiparametric Analysis Of Random Effects Linear Models From Binary Panel Data

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  • Manski, Charles F.

Abstract

Andersen (1970) considered the problem of inference on random effects linear models from binary response panel data. He showed that inference is possible if the disturbances for each panel member are known to be white noise with the logistic distribution and if the observed explanatory variables vary over time. A conditional maximum likelihood estimator consistently estimates the model parameters up to scale. The present note shows that inference remains possible if the disturbances for each panel member are known only to be time-stationary with unbounded support and if the explanatory variables vary enough over time. A conditional version of the maximum score estimator (Manski, 1975, 1985) consistently estimates the model parameters up to scale.

Suggested Citation

  • Manski, Charles F., 1985. "Semiparametric Analysis Of Random Effects Linear Models From Binary Panel Data," SSRI Workshop Series 292669, University of Wisconsin-Madison, Social Systems Research Institute.
  • Handle: RePEc:ags:uwssri:292669
    DOI: 10.22004/ag.econ.292669
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