RT Generic
T1 State dependence and heterogeneity in health using a bias corrected fixed effects estimator
A1 Carro, Jesús M.
A1 Traferri, Alejandra
A2 Universidad Carlos III de Madrid. Departamento de Economía, 
AB This 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
SN 2340-5031
YR 2011
FD 2011-05
LK https://hdl.handle.net/10016/11813
UL https://hdl.handle.net/10016/11813
LA eng
DS e-Archivo
RD 18 may. 2024