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A Monte Carlo study of bias corrections for panel probit models

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dc.contributor.authorAlexander, Blair
dc.contributor.authorBreunig, Robert
dc.date.accessioned2015-12-07T22:25:11Z
dc.date.issued2014
dc.date.updated2015-12-07T09:32:57Z
dc.description.abstractWe examine bias corrections which have been proposed for the fixed effects panel probit model with exogenous regressors, using several different data generating processes to evaluate the performance of the estimators in different situations. We find a best estimator across all cases for coefficient estimates, but when the marginal effects are the quantity of interest no analytical correction is able to outperform the uncorrected maximum-likelihood estimator.
dc.identifier.issn0094-9655
dc.identifier.urihttp://hdl.handle.net/1885/21151
dc.publisherTaylor & Francis Group
dc.sourceJournal of Statistical Computation and Simulation
dc.titleA Monte Carlo study of bias corrections for panel probit models
dc.typeJournal article
local.contributor.affiliationAlexander, Blair, College of Asia and the Pacific, ANU
local.contributor.affiliationBreunig, Robert, College of Asia and the Pacific, ANU
local.contributor.authoruidAlexander, Blair, u4304820
local.contributor.authoruidBreunig, Robert, u9809765
local.description.embargo2037-12-31
local.description.notesImported from ARIES
local.identifier.absfor140104 - Microeconomic Theory
local.identifier.absseo910208 - Micro Labour Market Issues
local.identifier.ariespublicationu5651450xPUB15
local.identifier.citationvolumeonline
local.identifier.doi10.1080/00949655.2014.994516
local.identifier.scopusID2-s2.0-84919935859
local.type.statusPublished Version

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