Estimating heterogeneous effects in static binary response panel data models

Anastasia Semykina

Econometric Reviews, 2025, vol. 44, issue 8, 1209-1233

Abstract: This article 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 article 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 article studies gender differences in job satisfaction by occupation type.

Date: 2025
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DOI: 10.1080/07474938.2025.2496553

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