| 来源类型 | Working Paper |
| 规范类型 | 报告 |
| DOI | 10.3386/t0147 |
| 来源ID | Technical Working Paper 0147 |
| Econometric Methods for Fractional Response Variables with an Application to 401(k) Plan Participation Rates | |
| Leslie E. Papke; Jeffrey M. Wooldridge | |
| 发表日期 | 1993-11-01 |
| 出版年 | 1993 |
| 语种 | 英语 |
| 摘要 | We offer simple quasi-likelihood methods for estimating regression models with a fractional dependent variable and for performing asymptotically valid inference. Compared with log-odds type procedures, there is no difficulty in recovering the regression function for the fractional variable, and there is no need to use ad hoc transformations to handle data at the extreme values of zero and one. We also offer some new, simple specification tests by nesting the logit or probit function in a more general functional form. We apply these methods to a data set of employee participation rates in 401(k) pension plans. |
| 主题 | Econometrics ; Estimation Methods |
| URL | https://www.nber.org/papers/t0147 |
| 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/561894 |
| 推荐引用方式 GB/T 7714 | Leslie E. Papke,Jeffrey M. Wooldridge. Econometric Methods for Fractional Response Variables with an Application to 401(k) Plan Participation Rates. 1993. |
| 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 | ||
| t0147.pdf（624KB） | 智库出版物 | 限制开放 | CC BY-NC-SA | 浏览 | ||
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