|
Activity Number:
|
54
- Recent Advances in Categorical Data Analytics
|
|
Type:
|
Topic Contributed
|
|
Date/Time:
|
Sunday, August 7, 2022 : 4:00 PM to 5:50 PM
|
|
Sponsor:
|
Biometrics Section
|
|
Abstract #322290
|
|
|
Title:
|
Should We Use Discrete Variable to Estimate Semiparametric Functional Coefficient Fixed Effects Panel Data Model?
|
|
Author(s):
|
Shaymal Chandra Halder* and Emir Malikov
|
|
Companies:
|
University of Pennsylvania and University of Nevada at Las Vegas
|
|
Keywords:
|
Discrete Variable ;
One-step estimator;
Two-step estimator;
Bias correction
|
|
Abstract:
|
In this paper we consider a conceptually different approach to controlling for unobserved fixed effects in which the individual effects of the fixed effects model is modeled as an unknown function of an unordered factor variable indexing individuals. We perform simulation study for both one-step estimator and two-step estimator under different scenarios. However, the Monto Carlo Simulations show that the estimators are not consistent due to incidental parameter problems. We also perform Jackknife Bias Correction and still the estimates are not consistent.
|
Authors who are presenting talks have a * after their name.
