Estimating Heterogeneous Effects in Static Binary Response Panel Data Models

Anastasia Semykina

Working Papers from Department of Economics, Florida State University

Abstract: This paper considers estimating heterogeneous effects in panel data models when the outcome is binary. We argue that a common practice of splitting the sample and performing estimation separately for each subsample results in inconsistent estimators of heterogeneous parameters. The paper presents methods that account for a possibility of nonrandom sorting and produce consistent estimators of causal effects in two or more heterogeneous sub-populations. Monte Carlo simulations show that considered methods perform well in finite samples. As an empirical application, the paper studies gender differences in job satisfaction by occupation type.

Keywords: binary response; heterogeneous effects; nonrandom sorting (search for similar items in EconPapers)
JEL-codes: C33 C34 C35 (search for similar items in EconPapers)
Pages: 52
Date: 2022-11
New Economics Papers: this item is included in nep-ecm
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