A consistent estimator for the binomial distribution in the presence of "incidental parameters": an application to patent data

e-Archivo Repository

Show simple item record

dc.contributor.author Machado, Matilde P.
dc.date.accessioned 2006-11-09T11:19:01Z
dc.date.available 2006-11-09T11:19:01Z
dc.date.issued 2003-03
dc.identifier.issn 2340-5031
dc.identifier.uri http://hdl.handle.net/10016/286
dc.description.abstract In this paper a consistent estimator for the Binomial distribution in the presence of incidental parameters, or fixed effects, when the underlying probability is a logistic function is derived. The consistent estimator is obtained from the maximization of a conditional likelihood function in light of Andersen's work. Monte Carlo simulations show its superiority relative to the traditional maximum likelihood estimator with fixed effects also in small samples, particularly when the number of observations in each cross-section, T, is small. Finally, this new estimator is applied to an original dataset that allows the estimation of the probability of obtaining a patent.
dc.format.extent 672763 bytes
dc.format.mimetype application/pdf
dc.language.iso eng
dc.relation.ispartofseries UC3M Working Paper. Economics
dc.relation.ispartofseries 2003-05
dc.relation.hasversion http://hdl.handle.net/10016/4232
dc.rights Atribución-NoComercial-SinDerivadas 3.0 España
dc.rights.uri http://creativecommons.org/licenses/by-nc-nd/3.0/es/
dc.title A consistent estimator for the binomial distribution in the presence of "incidental parameters": an application to patent data
dc.type workingPaper
dc.subject.eciencia Economía
dc.rights.accessRights openAccess
dc.type.version submitedVersion
dc.identifier.repec we031905
 Find Full text

Files in this item

*Click on file's image for preview. (Embargoed files's preview is not supported)


The following license files are associated with this item:

This item appears in the following Collection(s)

Show simple item record