Artikel
Modified-likelihood estimation of fixed-effect models for dyadic data
We consider point estimation and inference based on modifications of the profile likelihood in models for dyadic interactions between n agents featuring agent-specific parameters. The maximum-likelihood estimator of such models has bias and standard deviation of order n-1 and so is asymptotically biased. Estimation based on modified likelihoods leads to estimators that are asymptotically unbiased and likelihood ratio tests that exhibit correct size.
- Sprache
-
Englisch
- Erschienen in
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Journal: SERIEs - Journal of the Spanish Economic Association ; ISSN: 1869-4195 ; Volume: 14 ; Year: 2023 ; Issue: 3/4 ; Pages: 417-433
- Klassifikation
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Wirtschaft
Single Equation Models; Single Variables: Panel Data Models; Spatio-temporal Models
- Thema
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Asymptotic bias
Dyadic data
Fixed effects
Undirected random graph
- Ereignis
-
Geistige Schöpfung
- (wer)
-
Jochmans, Koen
- Ereignis
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Veröffentlichung
- (wer)
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Springer
- (wo)
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Heidelberg
- (wann)
-
2023
- DOI
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doi:10.1007/s13209-023-00284-0
- Letzte Aktualisierung
-
10.03.2025, 11:44 MEZ
Datenpartner
Dieses Objekt wird bereitgestellt von:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Objekttyp
- Artikel
Beteiligte
- Jochmans, Koen
- Springer
Entstanden
- 2023
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