| 来源类型 | Working Paper |
| 规范类型 | 报告 |
| DOI | 10.3386/w0325 |
| 来源ID | Working Paper 0325 |
| Analysis of Covariance With Qualitative Data | |
| Gary Chamberlain | |
| 发表日期 | 1979-03-01 |
| 出版年 | 1979 |
| 语种 | 英语 |
| 摘要 | 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. |
| 主题 | Econometrics |
| URL | https://www.nber.org/papers/w0325 |
| 来源智库 | National Bureau of Economic Research (United States) |
| 引用统计 | |
| 资源类型 | 智库出版物 |
| 条目标识符 | http://119.78.100.153/handle/2XGU8XDN/557499 |
| 推荐引用方式 GB/T 7714 | Gary Chamberlain. Analysis of Covariance With Qualitative Data. 1979. |
| 条目包含的文件 | ||||||
| 文件名称/大小 | 资源类型 | 版本类型 | 开放类型 | 使用许可 | ||
| w0325.pdf（295KB） | 智库出版物 | 限制开放 | CC BY-NC-SA | 浏览 | ||
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