ESTIMASI REGRESI LOGISTIK DATA PANEL RESPON BINERDENGAN EFEK TETAP
This thesis contains of logistic regression estimation techniques for a binary respond variables on panel data analysis (small T) with individual and time fixed effects. When N ! 1 , Maximum Likelihood Estimate (MLE) gives inconsistent estimator for since the presence of individual effect known as...
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| Main Authors: | , |
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| Format: | Theses and Dissertations NonPeerReviewed |
| Published: |
[Yogyakarta] : Universitas Gadjah Mada
2014
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| Subjects: | |
| Online Access: | https://repository.ugm.ac.id/133423/ http://etd.ugm.ac.id/index.php?mod=penelitian_detail&sub=PenelitianDetail&act=view&typ=html&buku_id=74086 |
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| Summary: | This thesis contains of logistic regression estimation techniques for a binary
respond variables on panel data analysis (small T) with individual and time fixed
effects. When N ! 1 , Maximum Likelihood Estimate (MLE) gives inconsistent
estimator for since the presence of individual effect known as nuisance parameter.
The Elimination of this nuisance parameter is eliminated to form the conditional
probability given the sufficient statistic. Conditional Maximum Likelihood Estimate
(Conditional MLE) containing the conditional probability gives consistent estimator
for and an appropriate asymptotic covariance matrix.
The data used for case studies is NLSY (National Longitudinal Survey of
Youth) between 1979-1984. Binary response variable to consider is categorized of
poor and non-poor married women 14th�17th years old in America. The data analysis
gives a good logistic panel model with individual and time fixed effects that
influenced by several independent variables using Conditional MLE. |
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