Estimation of Marginal Effects using Margeff
نویسندگان
چکیده
منابع مشابه
Identification and Estimation of Marginal Effects in Nonlinear Panel
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This paper gives identification and estimation results for marginal effects in nonlinear panel models. We find that linear fixed effects estimators are not consistent, due in part to marginal effects not being identified. We derive bounds for marginal effects and show that they can tighten rapidly as the number of time series observations grows. We also show in numerical calculations that the b...
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ژورنال
عنوان ژورنال: The Stata Journal: Promoting communications on statistics and Stata
سال: 2005
ISSN: 1536-867X,1536-8734
DOI: 10.1177/1536867x0500500303