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dc.contributor.authorCruz-Gonzalez, Marioen_US
dc.contributor.authorFernández-Val, Ivánen_US
dc.contributor.authorWeidner, Marioen_US
dc.date.accessioned2018-08-28T19:59:58Z
dc.date.available2018-08-28T19:59:58Z
dc.date.issued2017
dc.identifier.citationM Cruz-Gonzalez, I Fernandez-Val, M Weidner. 2017. "Bias corrections for probit and logit models with two-way fixed effects." The Stata Journal, Volume 17, Number 3, pp. 517-545.
dc.identifier.issn1536-867X
dc.identifier.urihttps://hdl.handle.net/2144/30923
dc.description.abstractWe present the Stata commands probitfe and logitfe, which estimate probit and logit panel data models with individual and/or time unobserved effects. Fixed effect panel data methods that estimate the unobserved effects can be severely biased because of the incidental parameter problem (Neyman and Scott, 1948). We tackle this problem by using the analytical and jackknife bias corrections derived in Fernandez-Val and Weidner (2016) for panels where the two dimensions (N and T) are moderately large. We illustrate the commands with an empirical application to international trade and a Monte Carlo simulation calibrated to this application.en_US
dc.description.urihttps://arxiv.org/abs/1610.07714
dc.publisherStataCorpen_US
dc.relation.ispartofThe Stata journal
dc.relation.isreplacedby2144/32919
dc.relation.isreplacedbyhttps://hdl.handle.net/2144/32919
dc.subjectStatisticsen_US
dc.subjectStatistics & probabilityen_US
dc.subjectProbiten_US
dc.subjectLogiten_US
dc.subjectFixed effectsen_US
dc.subjectBias correctionsen_US
dc.subjectIncidental parameter problemen_US
dc.titleprobitfe and logitfe: Bias corrections for probit and logit models with two-way fixed effectsen_US
dc.title.alternativeBias corrections for probit and logit models with two-way fixed effectsen_US
dc.typeArticleen_US
dc.description.versionAccepted manuscripten_US
pubs.elements-sourcemanual-entryen_US
pubs.notesEmbargo: Not knownen_US
pubs.organisational-groupBoston Universityen_US
pubs.organisational-groupBoston University, College of Arts & Sciencesen_US
pubs.organisational-groupBoston University, College of Arts & Sciences, Department of Economicsen_US
pubs.publication-statusPublisheden_US


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