Limited Dependent Variable Models Using Panel Data

G. S. Maddala

Journal of Human Resources, 1987, vol. 22, issue 3, 307-338

Abstract: This paper presents a survey of the methods used in the estimation of limited dependent variable models with panel data. It first reviews some issues in the analysis of panel data when the dependent variables are continuous. The problems of fixed effects vs. random effects and serious correlation vs. state dependence are discussed with reference to continuous data. The paper then discusses these problems with reference to the panel logit, panel probit, and panel tobit models. The paper presents a comparative assessment of these models.

Date: 1987
References: Add references at CitEc
Citations: View citations in EconPapers (193)

Downloads: (external link)
http://www.jstor.org/stable/pdfplus/145742
A subscription is required to access pdf files. Pay per article is available.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:uwp:jhriss:v:22:y:1987:i:3:p:307-338

Access Statistics for this article

More articles in Journal of Human Resources from University of Wisconsin Press
Bibliographic data for series maintained by ().