The Behavior of the Fixed Effects Estimator in Nonlinear Models
作者： William Greene
DOI:
关键词: Probit 、 Random effects model 、 Statistics 、 Fixed effects model 、 Mathematics 、 Econometrics 、 Tobit model 、 Estimator 、 Ordered probit 、 Logit 、 Count data
摘要: … Perhaps to some surprise, the tobit model, unlike the others, appears largely to be unaffected by the incidental parameters problem, save for a surprising result related to the disturbance …
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