Bias in Conditional and Unconditional Fixed Effects Logit Estimation

Ethan Katz

Political Analysis, 2001, vol. 9, issue 4, 379-384

Abstract: Fixed-effects logit models can be useful in panel data analysis, when N units have been observed for T time periods. There are two main estimators for such models: unconditional maximum likelihood and conditional maximum likelihood. Judged on asymptotic properties, the conditional estimator is superior. However, the unconditional estimator holds several practical advantages, and therefore I sought to determine whether its use could be justified on the basis of finite-sample properties. In a series of Monte Carlo experiments for T

Date: 2001
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