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Practical guidelines for the estimation and inference of a dynamic logistic model with fixed-effects

Romain Aeberhardt and Laurent Davezies

Economics Letters, 2012, vol. 115, issue 2, 300-304

Abstract: This paper shows how to simply compute one of the estimators proposed by Honoré and Kyriazidou (2000), as well as its variance, through a reshaping of the original dataset that is then used in a weighted logistic regression with clustering.

Keywords: Conditional logit; State dependence; Incidental parameters; Markovian process (search for similar items in EconPapers)
JEL-codes: C23 C25 J64 (search for similar items in EconPapers)
Date: 2012
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Working Paper: Practical Guidelines for the Estimation and Inference of a Dynamic Logistic Model with Fixed-Effects (2011) Downloads
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Persistent link: https://EconPapers.repec.org/RePEc:eee:ecolet:v:115:y:2012:i:2:p:300-304

DOI: 10.1016/j.econlet.2011.12.061

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