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

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dc.affiliation.dptoUC3M. Departamento de Economíaes
dc.contributor.authorCarro, Jesús M.
dc.contributor.authorTraferri, Alejandra
dc.date.accessioned2015-05-11T17:43:34Z
dc.date.available2016-09-01T22:00:08Z
dc.date.issued2014-09-02
dc.description.abstractThis paper estimates a dynamic ordered probit model of self-assessed health with two fi xed effects: one in the linear index equation and one in the cut points. This robustly controls for heterogeneity in unobserved health status and in reporting behavior, although we cannot separate both sources of heterogeneity. We fi nd important state dependence effects, and small, but signi cant effects of income and other socioeconomic variables. Having dynamics and f exibly accounting for unobserved heterogeneity matters for those estimates. We also contribute to the bias correction literature in nonlinear panel models by comparing and applying two of the existing proposals to our modelen
dc.description.sponsorshipThe first author gratefully acknowledges that this research was supported by a Marie Curie International Outgoing Fellowship within the 7th European Community Framework Programme, by grants ECO2009-11165 and SEJ2006-05710 from the Spanish Minister of Education, MCINN (Consolider- Ingenio2010) and Consejería de Educación de la Comunidad de Madrid (Excelecon project)en
dc.description.statusPublicadoes
dc.format.mimetypeapplication/pdf
dc.identifier.bibliographicCitationCarro, J. ; Traferri, Alejandra. “State dependence and heterogeneity in health using a bias corrected fixed effects estimator", Journal of Applied Econometrics, Sept. 2014, v. 29, n. 2, pp. 181-207en
dc.identifier.doi10.1002/jae.2301
dc.identifier.issn0883-7252
dc.identifier.publicationfirstpage181
dc.identifier.publicationissue2
dc.identifier.publicationlastpage207
dc.identifier.publicationtitleJournal of applied econometricsen
dc.identifier.publicationvolume29
dc.identifier.urihttps://hdl.handle.net/10016/20690
dc.identifier.uxxiAR/0000012298
dc.language.isoenges
dc.publisherWileyen
dc.relation.isversionofhttp://hdl.handle.net/10016/11813
dc.relation.projectIDGobierno de España. ECO2009-11165
dc.relation.projectIDGobierno de España. SEJ2006-05710
dc.relation.publisherversionhttp://dx.doi.org/10.1002/jae.2301
dc.rights© Wileyen
dc.rights.accessRightsopen accessen
dc.subject.ecienciaEconomíaes
dc.subject.jelC23
dc.subject.jelC25
dc.subject.jelI19
dc.subject.otherDynamic ordered probiten
dc.subject.otherFixed effectsen
dc.subject.otherSelf-assessed healthen
dc.subject.otherReporting biasen
dc.subject.otherPanel dataen
dc.subject.otherUnobserved heterogeneityen
dc.subject.otherIncidental parametersen
dc.subject.otherBias correctionen
dc.titleState dependence and heterogeneity in health using a bias-corrected fixed-effects estimatoren
dc.typeresearch article*
dc.type.hasVersionAM*
dspace.entity.typePublication
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