relation: https://publications.ut-capitole.fr/id/eprint/48570/
title: Modified-likelihood estimation  of fixed-effect model for dyadic data
creator: Jochmans, Koen
subject: B- ECONOMIE ET FINANCE
description: We consider point estimation and inference based on modifications of the profile likelihood in models for dyadic interactions between n agents featuring agent-specific parameters. The maximum-likelihood estimator of such models has bias and standard deviation of order  n-1  and so is asymptotically biased. Estimation based on modified likelihoods leads to estimators that are asymptotically unbiased and likelihood ratio tests that exhibit correct size.
publisher: Springer
date: 2023
type: Article
type: PeerReviewed
format: text
language: en
identifier: https://publications.ut-capitole.fr/id/eprint/48570/1/wp_tse_1502.pdf
identifier:   Jochmans, Koen <https://www.idref.fr/175871108>  (2023) Modified-likelihood estimation of fixed-effect model for dyadic data.    Journal of the Spanish Economic Association, vol.14.  pp. 417-433.       
relation: http://tse-fr.eu/pub/129029
relation: 10.1007/s13209-023-00284-0
identifier: 10.1007/s13209-023-00284-0
doi: 10.1007/s13209-023-00284-0
language: en