Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/204830
Authors: 
Winkelmann, Rainer
Xu, Lin
Year of Publication: 
2019
Series/Report no.: 
Working Paper 321
Abstract: 
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.
Subjects: 
proportions data
unobserved heterogeneity
conditional maximum likelihood
overdispersion
JEL: 
C23
J21
Persistent Identifier of the first edition: 
Document Type: 
Working Paper
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