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

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dc.contributor.author Carro, Jesús M.
dc.contributor.author Traferri, Alejandra
dc.date.accessioned 2015-05-11T17:43:34Z
dc.date.available 2016-09-01T22:00:08Z
dc.date.issued 2014-09-02
dc.identifier.bibliographicCitation Carro, 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. 181-207
dc.identifier.issn 0883-7252
dc.identifier.uri http://hdl.handle.net/10016/20690
dc.description.abstract This 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 model
dc.description.sponsorship The 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)
dc.format.mimetype application/pdf
dc.language.iso eng
dc.publisher Wiley
dc.relation.isversionof http://hdl.handle.net/10016/11813
dc.rights © Wiley
dc.subject.other Dynamic ordered probit
dc.subject.other Fixed effects
dc.subject.other Self-assessed health
dc.subject.other Reporting bias
dc.subject.other Panel data
dc.subject.other Unobserved heterogeneity
dc.subject.other Incidental parameters
dc.subject.other Bias correction
dc.title State dependence and heterogeneity in health using a bias-corrected fixed-effects estimator
dc.type article
dc.type article
dc.description.status Publicado
dc.relation.publisherversion http://dx.doi.org/10.1002/jae.2301
dc.subject.jel C23
dc.subject.jel C25
dc.subject.jel I19
dc.subject.eciencia Economía
dc.identifier.doi 10.1002/jae.2301
dc.rights.accessRights openAccess
dc.relation.projectID Gobierno de España. ECO2009-11165
dc.relation.projectID Gobierno de España. SEJ2006-05710
dc.type.version acceptedVersion
dc.identifier.publicationfirstpage 181
dc.identifier.publicationissue 2
dc.identifier.publicationlastpage 207
dc.identifier.publicationtitle Journal of applied econometrics
dc.identifier.publicationvolume 29
dc.identifier.uxxi AR/0000012298
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