Errors in variables in a random-effects probit model for panel data |
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| Institution: | 1. Department of Clinical Dentistry, School of Dentistry, Federal University of Ceará, Rua Monsenhor Furtado, s/n, Rodolfo Teófilo, CEP: 60430-160, Fortaleza, Ceará, Brazil;2. Division of Oral Pathology, UNICHRISTUS, Rua João Adolfo Gurgel, 133, Cocó, CEP: 60190-180, Fortaleza, Ceará, Brazil;3. Division of Oral and Maxillofacial Surgery, School of Dentistry, Federal University of Ceará CampusSobral, Rua Conselheiro José Júlio, S/N, Centro, CEP: 62010-820, Sobral, Ceará, Brazil;1. Department of Cardiovascular Surgery, JA Hiroshima General Hospital, Hiroshima, Japan;2. Department of Cardiology, JA Hiroshima General Hospital, Hiroshima, Japan;3. Department of Reconstructive and Plastic Surgery, JA Hiroshima General Hospital, Hiroshima, Japan;4. Department of Cardiovascular Surgery, Hiroshima University, Hiroshima, Japan;1. School of Computing, Electronics and Mathematics, United Kingdom;2. School of Psychology, United Kingdom;3. University of Plymouth, United Kingdom |
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| Abstract: | In this paper we consider a probit model estimated on panel data with random person-specific effects when an independent variable is measured with error. For normally distributed measurement error, a structural maximum-likelihood estimate from a likelihood that is conditional on the observed independent variable but marginal on the incidental parameter is studied. A minimum-distance estimator without the use of external instruments is proposed. |
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