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Statements

Subject Item
dbr:Maximum_likelihood_estimation
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dbr:Partial_likelihood_methods_for_panel_data
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dbr:Quasi-maximum_likelihood_estimate
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dbr:Partial_likelihood_methods_for_panel_data
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Partial likelihood methods for panel data
rdfs:comment
Partial (pooled) likelihood estimation for panel data is a quasi-maximum likelihood method for panel analysis that assumes that density of yit given xit is correctly specified for each time period but it allows for misspecification in the conditional density of yi≔(yi1,...,yiT) given xi≔(xi1,...,xiT).
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dbc:Probability_distribution_fitting dbc:Maximum_likelihood_estimation dbc:Panel_data dbc:M-estimators
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dbo:abstract
Partial (pooled) likelihood estimation for panel data is a quasi-maximum likelihood method for panel analysis that assumes that density of yit given xit is correctly specified for each time period but it allows for misspecification in the conditional density of yi≔(yi1,...,yiT) given xi≔(xi1,...,xiT).
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