Bias in Conditional and Unconditional Fixed Effects Logit Estimation

By E. Katz. Political Analysis, 2001

199 citations recorded by the source corpus.

View Paper: https://www.semanticscholar.org/paper/da3f80c5ab85a8b7e226e93e1bcebf7478c2322b

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In Economics and Econometrics

Citations in the corpus

Patent Citations and the Geography of Knowledge Spillovers: Evidence from Inventor- and Examiner-added Citations (2006, background): “In principle, it is possible to distinguish between two confounding effects—the diffusion of 9 Katz (2001) has simulated fixed-effect unconditional logit models for finite samples and found that the bias is modest when the number of observations per group, T, reaches approximately 10, and is…”
International experience and FDI location choices of Chinese firms: The moderating effects of home country government support and host country institutions (2014, methodology): “…conditional fixed effects model, the unconditional fixed effects model allows us to keep firm-investment year groups for which some records have missing data and allows us to include interactions containing variables of host/ home countries and firm experiences (Holburn & Zelner, 2010; Katz, 2001).”
POLITICAL CAPABILITIES, POLICY RISK, AND INTERNATIONAL INVESTMENT STRATEGY: EVIDENCE FROM THE GLOBAL ELECTRIC POWER GENERATION INDUSTRY † (2010, background): “First, because the conditional estimator conditions on the total number of events in a group, the loss of even a single record from the group due to missing data requires that the entire group be dropped (Katz, 2001: 380).”
Bias in Conditional and Unconditional Fixed Effects Logit Estimation: A Correction (2005, methodology): “4The parameters are the same as for column 1 in Table 2 of Katz (2001): b ¼ 0.5, c ¼ 1. unconditional-with-dummies estimator for small t.”
Team Familiarity, Role Experience, and Performance: Evidence from Indian Software Services (2012, unknown): “While the bias has been found to be small in unit values as low as eight, our data include unit values as low as two (Heckman 1981; Katz 2001) 8 , so we use the conditional logit.”
The Behaviour of the Maximum Likelihood Estimator of Limited Dependent Variable Models in the Presence of Fixed Effects (2004, unknown): “Other results on this phenomenon are based on Monte Carlo studies of binary choice estimators (see, e.g. Heckman 1981a; Katz 2001).”
Oil and Autocratic Regime Survival (2015, background): “50At T>20, the coefficient estimates for the conditional logit and the unconditional logit with unit FE’s converge (see Katz 2001).”
The Behavior of the Fixed Effects Estimator in Nonlinear Models (2002, unknown): “9 A similar study over a range of group sizes is carried out for the binary logit model by Katz (2001).”
Fixed Effects and Bias Due to the Incidental Parameters Problem in the Tobit Model (2004, methodology): “A partial list of only the most recent studies includes Arellano and Honoré (2001), Cerro (2002), Chen et al. (1999), Hahn (2001), Katz (2001), Laisney and Lechner (2002), Lancaster (1999), and Magnac (2002).”