A hyperbolic transformation for a fixed effects logit model

Yoshitsugu Kitazawa

No 43, Discussion Papers from Kyushu Sangyo University, Faculty of Economics

Abstract: In this paper, a simple transformation is proposed for the fixed effects logit model, using which some valid moment conditions including the first-order condition for one of the conditional MLE proposed by Chamberlain (1980) can be generated. Some Monte Carlo experiments are carried out for the GMM estimator based on the transformation.

Keywords: fixed effects logit; conditional logit estimator; hyperbolic transformation; moment conditions; GMM; Monte Carlo experiments (search for similar items in EconPapers)
JEL-codes: C23 (search for similar items in EconPapers)
Pages: 9 pages
Date: 2010-06
New Economics Papers: this item is included in nep-ecm
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