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A note on sufficiency in binary panel models

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  • Koen Jochmans

    (ECON - Département d'économie (Sciences Po) - Sciences Po - Sciences Po - CNRS - Centre National de la Recherche Scientifique)

  • Thierry Magnac

    (GREMAQ - Groupe de recherche en économie mathématique et quantitative - UT Capitole - Université Toulouse Capitole - UT - Université de Toulouse - INRA - Institut National de la Recherche Agronomique - EHESS - École des hautes études en sciences sociales - CNRS - Centre National de la Recherche Scientifique, TSE-R - Toulouse School of Economics - UT Capitole - Université Toulouse Capitole - UT - Université de Toulouse - EHESS - École des hautes études en sciences sociales - CNRS - Centre National de la Recherche Scientifique - INRAE - Institut National de Recherche pour l’Agriculture, l’Alimentation et l’Environnement)

Abstract

Consider estimating the slope coefficients of a fixed-effect binary-choice model from two-period panel data. Two approaches to semiparametric estimation at the regular parametric rate have been proposed. One is based on a sufficient statistic, the other is based on a conditional-median restriction. We show that, under standard assumptions, both approaches are equivalent.

Suggested Citation

  • Koen Jochmans & Thierry Magnac, 2015. "A note on sufficiency in binary panel models," Working Papers hal-01248065, HAL.
    • Handle: RePEc:hal:wpaper:hal-01248065
    Note: View the original document on HAL open archive server: https://sciencespo.hal.science/hal-01248065
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    References listed on IDEAS

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    1. Myoung-jae Lee, 1999. "A Root-N Consistent Semiparametric Estimator for Related-Effect Binary Response Panel Data," Econometrica, Econometric Society, vol. 67(2), pages 427-434, March.
    2. Manski, Charles F, 1987. "Semiparametric Analysis of Random Effects Linear Models from Binary Panel Data," Econometrica, Econometric Society, vol. 55(2), pages 357-362, March.
    3. Thierry Magnac, 2004. "Panel Binary Variables and Sufficiency: Generalizing Conditional Logit," Econometrica, Econometric Society, vol. 72(6), pages 1859-1876, November.
    4. Sherman, Robert P, 1993. "The Limiting Distribution of the Maximum Rank Correlation Estimator," Econometrica, Econometric Society, vol. 61(1), pages 123-137, January.
    5. Gary Chamberlain, 2010. "Binary Response Models for Panel Data: Identification and Information," Econometrica, Econometric Society, vol. 78(1), pages 159-168, January.
    6. Horowitz, Joel L, 1992. "A Smoothed Maximum Score Estimator for the Binary Response Model," Econometrica, Econometric Society, vol. 60(3), pages 505-531, May.
    Full references (including those not matched with items on IDEAS)

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    More about this item

    Keywords

    binary choice; fixed effects; panel data; regular estimation; sufficiency.;
    All these keywords.

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