Matches in SemOpenAlex for { <https://semopenalex.org/work/W3202257693> ?p ?o ?g. }
Showing items 1 to 65 of
65
with 100 items per page.
- W3202257693 abstract "We propose a Markov chain Monte Carlo Conditional Maximum Likelihood(MCMC-CML) estimator for two-way fixed-effects logit models for dyadic data. Theproposed MCMC approach, based on a Metropolis algorithm, allows us to overcomethe computational issues of evaluating the probability of the outcome conditional onnodes in and out degrees, which are sufficient statistics for the incidental parameters. Under mild regularity conditions, the MCMC-CML estimator converges to theexact CML one and is asymptotically normal. Moreover, it is more efficient thanthe existing pairwise CML estimator. We study the finite sample properties of theproposed approach by means of a simulation study and three empirical applications,where we also show that the MCMC-CML estimator can be applied to binary logitmodels for panel data with both subject and time fixed effects. Results confirm theexpected theoretical advantage of the proposed approach, especially with small andsparse networks or with rare events in panel data." @default.
- W3202257693 created "2021-10-11" @default.
- W3202257693 creator A5040512388 @default.
- W3202257693 creator A5054448743 @default.
- W3202257693 creator A5060138600 @default.
- W3202257693 date "2021-10-06" @default.
- W3202257693 modified "2023-09-27" @default.
- W3202257693 title "MCMC Conditional Maximum Likelihood for the two-way fixed-effects logit" @default.
- W3202257693 hasPublicationYear "2021" @default.
- W3202257693 type Work @default.
- W3202257693 sameAs 3202257693 @default.
- W3202257693 citedByCount "0" @default.
- W3202257693 crossrefType "journal-article" @default.
- W3202257693 hasAuthorship W3202257693A5040512388 @default.
- W3202257693 hasAuthorship W3202257693A5054448743 @default.
- W3202257693 hasAuthorship W3202257693A5060138600 @default.
- W3202257693 hasConcept C105795698 @default.
- W3202257693 hasConcept C111350023 @default.
- W3202257693 hasConcept C140331021 @default.
- W3202257693 hasConcept C149782125 @default.
- W3202257693 hasConcept C151956035 @default.
- W3202257693 hasConcept C184898388 @default.
- W3202257693 hasConcept C185429906 @default.
- W3202257693 hasConcept C19499675 @default.
- W3202257693 hasConcept C33923547 @default.
- W3202257693 hasConcept C41008148 @default.
- W3202257693 hasConcept C95057490 @default.
- W3202257693 hasConceptScore W3202257693C105795698 @default.
- W3202257693 hasConceptScore W3202257693C111350023 @default.
- W3202257693 hasConceptScore W3202257693C140331021 @default.
- W3202257693 hasConceptScore W3202257693C149782125 @default.
- W3202257693 hasConceptScore W3202257693C151956035 @default.
- W3202257693 hasConceptScore W3202257693C184898388 @default.
- W3202257693 hasConceptScore W3202257693C185429906 @default.
- W3202257693 hasConceptScore W3202257693C19499675 @default.
- W3202257693 hasConceptScore W3202257693C33923547 @default.
- W3202257693 hasConceptScore W3202257693C41008148 @default.
- W3202257693 hasConceptScore W3202257693C95057490 @default.
- W3202257693 hasLocation W32022576931 @default.
- W3202257693 hasOpenAccess W3202257693 @default.
- W3202257693 hasPrimaryLocation W32022576931 @default.
- W3202257693 hasRelatedWork W1488588429 @default.
- W3202257693 hasRelatedWork W1501564187 @default.
- W3202257693 hasRelatedWork W1857729084 @default.
- W3202257693 hasRelatedWork W1983930776 @default.
- W3202257693 hasRelatedWork W2018369098 @default.
- W3202257693 hasRelatedWork W2032554831 @default.
- W3202257693 hasRelatedWork W2078051489 @default.
- W3202257693 hasRelatedWork W2156474521 @default.
- W3202257693 hasRelatedWork W2235200468 @default.
- W3202257693 hasRelatedWork W2619017672 @default.
- W3202257693 hasRelatedWork W2712681089 @default.
- W3202257693 hasRelatedWork W2962929207 @default.
- W3202257693 hasRelatedWork W2965376662 @default.
- W3202257693 hasRelatedWork W3036498615 @default.
- W3202257693 hasRelatedWork W3123049573 @default.
- W3202257693 hasRelatedWork W3140751257 @default.
- W3202257693 hasRelatedWork W3207266958 @default.
- W3202257693 hasRelatedWork W598294525 @default.
- W3202257693 hasRelatedWork W659047436 @default.
- W3202257693 hasRelatedWork W893480 @default.
- W3202257693 isParatext "false" @default.
- W3202257693 isRetracted "false" @default.
- W3202257693 magId "3202257693" @default.
- W3202257693 workType "article" @default.