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Type | Working Paper |
Scope | Discipline-based scholarship |
Title | Testing the binomial fixed effects logit model; with an application to female labor supply |
Organization Unit | |
Authors |
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Language |
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Institution | University of Zurich |
Series Name | Working paper series / Department of Economics |
Number | 321 |
ISSN | 1664-705X |
Number of Pages | 34 |
Date | 2019 |
Abstract Text | Regression models for proportions are frequently encountered in applied work. The conditional expectation function is bounded between 0 and 1 and therefore must be non-linear, requiring nonstandard panel data extensions. One possible approach is the binomial panel logit model with fixed effects (Machado, 2004). We propose a new and simple implementation of the conditional maximum likelihood estimator for standard software. We investigate the properties of the estimator under misspecification and derive a new test for overdispersion. Estimator and test are applied in a study of contracted working volumes, measured as proportion of full-time work, for women in Switzerland. |
Other Identification Number | merlin-id:18380 |
PDF File | Download from ZORA |
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Keywords | Proportions data, unobserved heterogeneity, conditional maximum likelihood, overdispersion, Logit-Modell, Panelanalyse, Maximum-Likelihood-Schätzung, Teilzeitbeschäftigung, Frauenarbeit |
Additional Information | Revised version |