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Analysis of Covariance With Qualitative Data

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  • Gary Chamberlain

Abstract

In data with a group structure, incidental parameters are included to control for missing variables. Applications include longitudinal data and sibling data. In general, the joint maximum likelihood estimator of the structural parameters is not consistent as the number of groups increases, with a fixed number of observations per group. Instead a conditional likelihood function is maximized, conditional on sufficient statistics for the incidental parameters. In the logit case, a standard conditional logit program can be used. Another solution is a random effects model, in which the distribution of the incidental parameters may depend upon the exogenous variables.

Suggested Citation

  • Gary Chamberlain, 1979. "Analysis of Covariance With Qualitative Data," NBER Working Papers 0325, National Bureau of Economic Research, Inc.
  • Handle: RePEc:nbr:nberwo:0325
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    1. Mundlak, Yair, 1978. "On the Pooling of Time Series and Cross Section Data," Econometrica, Econometric Society, vol. 46(1), pages 69-85, January.
    2. Chamberlain, Gary & Griliches, Zvi, 1975. "Unobservables with a Variance-Components Structure: Ability, Schooling, and the Economic Success of Brothers," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 16(2), pages 422-449, June.
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    Cited by:

    1. Rajbanshi, Ram & Huang, Meng & Wydick, Bruce, 2015. "Measuring Microfinance: Assessing the Conflict between Practitioners and Researchers with Evidence from Nepal," World Development, Elsevier, vol. 68(C), pages 30-47.
    2. Abdulai, Awudu & CroleRees, Anna, 2001. "Determinants of income diversification amongst rural households in Southern Mali," Food Policy, Elsevier, vol. 26(4), pages 437-452, August.
    3. Marine de Talance, 2017. "Quality Perceptions and School Choice in Rural Pakistan," Working Papers hal-01663029, HAL.
    4. repec:eee:trapol:v:68:y:2018:i:c:p:52-62 is not listed on IDEAS
    5. Jofre-Bonet, M. & Rossello-Roig, M. & Serra-Sastre, V., 2016. "The Blow of Domestic Violence on Children's Health Outcomes," Working Papers 16/02, Department of Economics, City University London.
    6. Yoro Diallo & Sébastien Marchand & Etienne Espagne, 2019. "Impacts of extreme events on technical efficiency in Vietnamese agriculture," CIRED Working Papers halshs-02080285, HAL.
    7. Kristoffersson, Ida & Daly, Andrew & Algers, Staffan, 2017. "Modelling the attraction of shopping centres," Working papers in Transport Economics 2017:1, CTS - Centre for Transport Studies Stockholm (KTH and VTI).
    8. Marine de Talancé, 2016. "Quality perceptions and school choice in rural Pakistan," Working Papers DT/2016/15, DIAL (Développement, Institutions et Mondialisation).
    9. Christian Dudel & Notburga Ott & Martin Werding, 2016. "Maintaining one’s living standard at old age: What does that mean?," Empirical Economics, Springer, vol. 51(3), pages 1261-1279, November.
    10. Kuznetsova Maria, 2016. "Spatial structure and economic network formation of manufacturing exports in Russia," EERC Working Paper Series 16/08e, EERC Research Network, Russia and CIS.

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