Generalized Estimating Equations for Panel Data and Managerial Monitoring in Electric Utilities

نویسندگان

  • H. D. VINOD
  • R. R. GEDDES
چکیده

Vinod (1997, 1998) discuss the Godambe-Durbin theory of estimating functions (EFs) and its potential in econometrics. Here we consider a popular application of EFs called generalized estimating equations (GEE). It is typically applied to panel data, where the heteroscedasticity is analytically related to , the regression parameter, and where the dependent variable is binary. Geddes (1997) studies panel data on regulated electric utilities with exclusive geographic franchises, and the turnover of the chief executive o cer (CEO) on the job. Our GEE estimates reverse his somewhat counterintuitive result that rm performance variables do not a ect the turnover of the CEO. We test the empirical validity of predictions of (i) regulatory slack, (ii) rent seeking, and (iii) political pressure hypotheses, and reject the rst.

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تاریخ انتشار 1999