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A hyperbolic transformation for a fixed effects logit model

Author

Listed:
  • Yoshitsugu Kitazawa

    (Faculty of Economics, Kyushu Sangyo University)

Abstract

In this paper, a simple transformation is proposed for the fixed effects logit model, using which some valid moment conditions including the first-order condition for one of the conditional MLE proposed by Chamberlain (1980) can be generated. Some Monte Carlo experiments are carried out for the GMM estimator based on the transformation.

Suggested Citation

  • Yoshitsugu Kitazawa, 2010. "A hyperbolic transformation for a fixed effects logit model," Discussion Papers 43, Kyushu Sangyo University, Faculty of Economics.
    • Handle: RePEc:kyu:dpaper:43
    as

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    File URL: http://www.ip.kyusan-u.ac.jp/keizai-kiyo/dp43.pdf
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    References listed on IDEAS

    as
    1. Bo E. Honoré & Ekaterini Kyriazidou, 2000. "Panel Data Discrete Choice Models with Lagged Dependent Variables," Econometrica, Econometric Society, vol. 68(4), pages 839-874, July.
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    Keywords

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    JEL classification:

    • C23 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Models with Panel Data; Spatio-temporal Models

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