Arbeitspapier
Testing the binomial fixed effects logit model; with an application to female labor supply
Regression models for proportions are frequently encountered in applied work. The conditional expectation function is bounded between 0 and 1 and therefore must be non-linear, requiring nonstandard panel data extensions. One possible approach is the binomial panel logit model with fixed effects (Machado, 2004). We propose a new and simple implementation of the conditional maximum likelihood estimator for standard software. We investigate the properties of the estimator under misspecification and derive a new test for overdispersion. Estimator and test are applied in a study of contracted working volumes, measured as proportion of full-time work, for women in Switzerland.
- Language
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Englisch
- Bibliographic citation
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Series: Working Paper ; No. 321
- Classification
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Wirtschaft
Single Equation Models; Single Variables: Panel Data Models; Spatio-temporal Models
Labor Force and Employment, Size, and Structure
- Subject
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proportions data
unobserved heterogeneity
conditional maximum likelihood
overdispersion
- Event
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Geistige Schöpfung
- (who)
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Winkelmann, Rainer
Xu, Lin
- Event
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Veröffentlichung
- (who)
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University of Zurich, Department of Economics
- (where)
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Zurich
- (when)
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2019
- DOI
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doi:10.5167/uzh-170370
- Handle
- Last update
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10.03.2025, 11:43 AM CET
Data provider
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the data provider.
Object type
- Arbeitspapier
Associated
- Winkelmann, Rainer
- Xu, Lin
- University of Zurich, Department of Economics
Time of origin
- 2019