Bitte verwenden Sie diesen Link, um diese Publikation zu zitieren, oder auf sie als Internetquelle zu verweisen: https://hdl.handle.net/10419/204830 
Erscheinungsjahr: 
2019
Schriftenreihe/Nr.: 
Working Paper No. 321
Versionsangabe: 
Revised version, October 2019
Verlag: 
University of Zurich, Department of Economics, Zurich
Zusammenfassung: 
Regression models for proportions are frequently encountered in applied work. The conditional expectation function is bounded between 0 and 1 and therefore must be non-linear, requiring nonstandard panel data extensions. One possible approach is the binomial panel logit model with fixed effects (Machado, 2004). We propose a new and simple implementation of the conditional maximum likelihood estimator for standard software. We investigate the properties of the estimator under misspecification and derive a new test for overdispersion. Estimator and test are applied in a study of contracted working volumes, measured as proportion of full-time work, for women in Switzerland.
Schlagwörter: 
proportions data
unobserved heterogeneity
conditional maximum likelihood
overdispersion
JEL: 
C23
J21
Persistent Identifier der Erstveröffentlichung: 
Dokumentart: 
Working Paper

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