A note on identification in discrete choice models with partial observability
نویسندگان
چکیده
منابع مشابه
on some bayesian statistical models in actuarial science with emphasis on claim count
چکیده ندارد.
15 صفحه اولIdentification in Discrete Choice Models with Fixed Effects
This paper deals with issues of identification in parametric discrete choice panel data models with fixed effects when the number of time periods is fixed. I show that, under fairly general conditions, the common parameters in a model of discrete probabilities containing a nonparametric “fixed effect” will be non-identified unless the parametric probability distribution obeys a hyperplane restr...
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In semiparametric binary response models, support conditions on the regressors are required to guarantee point identification of the parameter of interest. For example, one regressor is usually assumed to have continuous support conditional on the other regressors. In some instances, such conditions have precluded the use of these models; in others, practitioners have failed to consider whether...
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متن کاملA Note on Binary Choice Duration Models
In this paper we demonstrate that standard methods of asymptotic inference will break down in a binary choice duration model in a time series setting. This comes about because the dependent variable has a degenerate limit distribution, which makes the asymptotic variance-covariance matrix singular. This result has implications for discrete choice duration panel data models under large N and T a...
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ژورنال
عنوان ژورنال: Theory and Decision
سال: 2017
ISSN: 0040-5833,1573-7187
DOI: 10.1007/s11238-017-9596-x