Publication:
State dependence and heterogeneity in health using a bias corrected fixed effects estimator

Simple item page
dc.affiliation.dptoUC3M. Departamento de Economíaes
dc.contributor.authorCarro, Jesús M.
dc.contributor.authorTraferri, Alejandra
dc.contributor.editorUniversidad Carlos III de Madrid. Departamento de Economía
dc.date.accessioned2011-07-13T17:31:58Z
dc.date.available2011-07-13T17:31:58Z
dc.date.issued2011-05
dc.description.abstractThis paper considers the estimation of a dynamic ordered probit of self-assessed health status with two fixed effects: one in the linear index equation and one in the cut points. The two fixed effects allow us to robustly control for heterogeneity in unobserved health status and in reporting behaviour, even though we can not separate both sources of heterogeneity. The contributions of this paper are twofold. First it contributes to the literature that studies the determinants and dynamics of Self-Assessed Health measures. Second, this paper contributes to the recent literature on bias correction in nonlinear panel data models with fixed effects by applying and studying the finite sample properties of two of the existing proposals to our model. The most direct and easily applicable correction to our model is not the best one, and has important biases in our sample sizes
dc.format.mimetypeapplication/pdf
dc.identifier.issn2340-5031
dc.identifier.repecwe1118
dc.identifier.urihttps://hdl.handle.net/10016/11813
dc.identifier.uxxiDT/0000000894
dc.language.isoeng
dc.relation.hasversionhttp://hdl.handle.net/10016/20690
dc.relation.ispartofseriesUC3M Working papers. Economics
dc.relation.ispartofseries11-18
dc.rightsAtribución-NoComercial-SinDerivadas 3.0 España
dc.rights.accessRightsopen access
dc.rights.urihttp://creativecommons.org/licenses/by-nc-nd/3.0/es/
dc.subject.ecienciaEconomía
dc.subject.jelC23
dc.subject.jelC25
dc.subject.jelI19
dc.subject.otherDynamic ordered probit
dc.subject.otherFixed effects
dc.subject.otherSelf-assessed health
dc.subject.otherReporting bias
dc.subject.otherPanel data
dc.subject.otherUnobserved heterogeneity
dc.subject.otherIncidental parameters
dc.subject.otherBias correction
dc.titleState dependence and heterogeneity in health using a bias corrected fixed effects estimator
dc.typeworking paper*
dc.type.hasVersionSMUR*
dspace.entity.typePublication
Files
Original bundle
Now showing 1 - 1 of 1
Thumbnail Image
Name:
we1118.pdf
Size:
318.64 KB
Format:
Adobe Portable Document Format
Description:
Download
Collections
DE - Working Papers. Economics. WE
Economists Online