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A note on sufficiency in binary panel models

Abstract : Consider estimating the slope coefficients of a fixed-effect binary-choice model from two-period panel data. Two approaches to semiparametric estimation at the regular parametric rate have been proposed. One is based on a sufficient statistic, the other is based on a conditional-median restriction. We show that, under standard assumptions, both approaches are equivalent.
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Submitted on : Wednesday, December 23, 2015 - 3:12:58 PM
Last modification on : Sunday, July 4, 2021 - 3:25:03 AM

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Koen Jochmans, Thierry Magnac. A note on sufficiency in binary panel models. 2015. ⟨hal-01248065⟩

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