Fragility of identification in panel binary response models

Giovanni Forchini and Bin Jiang

The Econometrics Journal, 2019, vol. 22, issue 3, 282-291

Abstract: SummaryThe present paper considers a linear binary response model for panel data with random effects that differ across individuals but are constant over time, and it investigates the roles of the various assumptions that are used to establish conditions for identification. The paper also shows that even for this simple model, it is always possible—including in the logistic case—to find a distribution of the random effects given the exogenous variables, such that the slopes' parameters are arbitrarily different, but the joint distributions of the binary response variables are arbitrarily close.

Keywords: Panel data; logit model; identification (search for similar items in EconPapers)
Date: 2019
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Persistent link: https://EconPapers.repec.org/RePEc:oup:emjrnl:v:22:y:2019:i:3:p:282-291.

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