#2158. Predicting individual effects in fixed effects panel probit models

September 2026publication date
Proposal available till 28-05-2025
5 total number of authors per manuscript3530 $

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Journal’s subject area:
Statistics and Probability;
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Abstract:
Many applied settings in empirical economics require estimation of a large number of individual effects. We present a bias-reduced fixed effects estimator that provides better estimates of the individual effects in these models by removing the first-order asymptotic bias. An additional, practical advantage of the estimator is that it provides finite predictions for all individual effects in the sample.
Keywords:
bias reduction; binary response; fixed effects; incidental parameter bias; panel data; perfect prediction

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