Partial effects estimation for fixed-effects logit panel data models

Francesco Bartolucci and Claudia Pigini

No 431, Working Papers from Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali

Abstract: We develop a multiple-step procedure for the estimation of point and average partial effects in fxed-effects logit panel data models that admit suffcient statistics for the incidental parameters. In these models, estimates of the individual effects are not directly available and have to be recovered by means of an additional step. We also derive a standard error formulation for the average partial effects. We study the finite-sample properties of the proposed estimator by simulation and provide an application based on unionised workers.

Keywords: Partial effects; Logit model; Quadratic Exponential model; Conditional Maximum Likelihood (search for similar items in EconPapers)
JEL-codes: C12 C23 C25 (search for similar items in EconPapers)
Pages: 17
Date: 2018-08
New Economics Papers: this item is included in nep-dcm, nep-ecm and nep-ore
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (1)

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Related works:
Working Paper: Partial effects estimation for fixed-effects logit panel data models (2019)
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Persistent link: https://EconPapers.repec.org/RePEc:anc:wpaper:431

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