?url_ver=Z39.88-2004&rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Adc&rft.relation=https%3A%2F%2Fpublications.ut-capitole.fr%2Fid%2Feprint%2F48571%2F&rft.title=Modified-likelihood+estimation+of+fixed-effect+models+for+dyadic+data&rft.creator=Jochmans%2C+Koen&rft.subject=B-+ECONOMIE+ET+FINANCE&rft.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.&rft.publisher=TSE+Working+Paper&rft.date=2023-05&rft.type=Monograph&rft.type=NonPeerReviewed&rft.format=text&rft.language=en&rft.identifier=https%3A%2F%2Fpublications.ut-capitole.fr%2Fid%2Feprint%2F48571%2F1%2Fwp_tse_1502.pdf&rft.identifier=++Jochmans%2C+Koen+%3Chttps%3A%2F%2Fwww.idref.fr%2F175871108%3E++(2023)+Modified-likelihood+estimation+of+fixed-effect+models+for+dyadic+data.++TSE+Working+Paper%2C+n.+24-1502%2C+Toulouse+++++&rft.relation=http%3A%2F%2Ftse-fr.eu%2Fpub%2F129030&rft.language=en