eprintid: 48570
rev_number: 10
eprint_status: archive
userid: 1482
importid: 105
dir: disk0/00/04/85/70
datestamp: 2024-01-26 15:03:01
lastmod: 2024-03-15 09:51:13
status_changed: 2024-03-15 09:51:13
type: article
succeeds: 48571
metadata_visibility: show
creators_name: Jochmans, Koen
creators_idrefppn: 175871108
creators_affiliation: Toulouse School of Economics;Université de Toulouse Capitole
creators_halaffid: 1002422;81148
title: Modified-likelihood estimation  of fixed-effect model for dyadic data
ispublished: pub
subjects: subjects_ECO
abstract: 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.
date: 2023
date_type: published
publisher: Springer
id_number: 10.1007/s13209-023-00284-0
official_url: http://tse-fr.eu/pub/129029
faculty: tse
divisions: tse
keywords: Asymptotic bias
keywords: Dyadic data
keywords: Fixed effects
keywords: Undirected random graph
language: en
has_fulltext: TRUE
doi: 10.1007/s13209-023-00284-0
subjectsJEL: JEL_C23
view_date_year: 2023
full_text_status: public
publication: Journal of the Spanish Economic Association
volume: vol.14
pagerange: 417-433
refereed: TRUE
issn: 1869-4187
oai_identifier: oai:tse-fr.eu:129029
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citation:   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.       
document_url: https://publications.ut-capitole.fr/id/eprint/48570/1/wp_tse_1502.pdf