Jackknife and Analytical Bias Reduction for Nonlinear Panel Models
نویسندگان
چکیده
منابع مشابه
Bias Reduction for Dynamic Nonlinear Panel Models with Fixed Effects
The fixed effects estimator of panel models can be severely biased because of the well-known incidental parameter problems. It is shown that such bias can be reduced as T grows with n. We consider asymptotics where n and T grow at the same rate as an approximation that allows us to compare bias properties. Under these asymptotics the bias corrected estimators are centered at the truth, whereas ...
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هدف اصلی از این تحقیق به دست آوردن و مقایسه حق بیمه باورمندی در مدل های شمارشی گزارش نشده برای داده های طولی می باشد. در این تحقیق حق بیمه های پبش گویی بر اساس توابع ضرر مربع خطا و نمایی محاسبه شده و با هم مقایسه می شود. تمایل به گرفتن پاداش و جایزه یکی از دلایل مهم برای گزارش ندادن تصادفات می باشد و افراد برای استفاده از تخفیف اغلب از گزارش تصادفات با هزینه پائین خودداری می کنند، در این تحقیق ...
15 صفحه اولSplit-panel Jackknife Estimation of Fixed-effect Models
We propose a jackknife for reducing the order of the bias of maximum likelihood estimates of nonlinear dynamic fixed effects panel models. In its simplest form, the half-panel jackknife, the estimator is just 2θ̂ − θ1/2, where θ̂ is the MLE from the full panel and θ1/2 is the average of the two half-panel MLEs, each using T/2 time periods and all N cross-sectional units. This estimator eliminates...
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ژورنال
عنوان ژورنال: Econometrica
سال: 2004
ISSN: 0012-9682,1468-0262
DOI: 10.1111/j.1468-0262.2004.00533.x