Showing 1 - 2 of 2
We offer simple quasi-likelihood methods for estimating regression models with a fractional dependent variable and for performing asymptotically valid inference. Compared with log-odds type procedures, there is no difficulty in recovering the regression function for the fractional variable, and...
Persistent link: https://www.econbiz.de/10012474428
For the panel data case where cross-sectional units are nested within higher-level groups, and there are many such groups, we propose a test that allows one to determine whether controlling for fixed effects at the more aggregate level is sufficient. The alternative is that one should allow for...
Persistent link: https://www.econbiz.de/10014079855