Is neglected heterogeneity really an issue in binary and fractional regression models? A simulation exercise for logit, probit and loglog models
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- Ramalho, Esmeralda A. & Ramalho, Joaquim J.S., 2010. "Is neglected heterogeneity really an issue in binary and fractional regression models? A simulation exercise for logit, probit and loglog models," Computational Statistics & Data Analysis, Elsevier, vol. 54(4), pages 987-1001, April.
References listed on IDEAS
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Cited by:
- Esmeralda A. Ramalho & Joaquim J. S. Ramalho, 2017.
"Moment-based estimation of nonlinear regression models with boundary outcomes and endogeneity, with applications to nonnegative and fractional responses,"
Econometric Reviews,
Taylor & Francis Journals, vol. 36(4), pages 397-420, April.
- Esmeralda A. Ramalho & Joaquim J.S. Ramalho, 2014. "Moment-based estimation of nonlinear regression models with boundary outcomes and endogeneity, with applications to nonnegative and fractional responses," CEFAGE-UE Working Papers 2014_09, University of Evora, CEFAGE-UE (Portugal).
- Geerling, Wayne & Magee, Gary B. & Brooks, Robert, 2015. "Cooperation, defection and resistance in Nazi Germany," Explorations in Economic History, Elsevier, vol. 58(C), pages 125-139.
- Rahmouni, Mohieddine & Ayadi, Mohamed & YIldIzoglu, Murat, 2010.
"Characteristics of innovating firms in Tunisia: The essential role of external knowledge sources,"
Structural Change and Economic Dynamics,
Elsevier, vol. 21(3), pages 181-196, August.
- Mohieddine Rahmouni & Mohamed Ayadi & Murat Yildizoglu, 2010. "Characteristics of innovating firms in Tunisia: the essential role of external knowledge sources," Post-Print hal-00645737, HAL.
- Shuang Zhu & R. Pace, 2014. "Modeling Spatially Interdependent Mortgage Decisions," The Journal of Real Estate Finance and Economics, Springer, vol. 49(4), pages 598-620, November.
- Achim Hecker & Alois Ganter, 2016. "Organisational And Technological Innovation And The Moderating Effect Of Open Innovation Strategies," International Journal of Innovation Management (ijim), World Scientific Publishing Co. Pte. Ltd., vol. 20(02), pages 1-31, February.
More about this item
Keywords
Binary models; fractional models; neglected heterogeneity; partial effects; prediction; wald tests.;JEL classification:
- C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
- C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
- C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Statistical Simulation Methods: General
- C25 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Discrete Regression and Qualitative Choice Models; Discrete Regressors; Proportions; Probabilities
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ALL-2009-06-17 (All new papers)
- NEP-ECM-2009-06-17 (Econometrics)
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