On estimation of two-dimensional dynamic panel model with confounders. Issue 2 (1st February 2022)

• Record Type: Journal Article
• Authors: Du, Yujing; Ng, Hon Keung Tony; Wang, Jun; Gao, Wei
• Is Part Of: Communications in statistics. Volume 51:Issue 2(2022)
• Page Start: 505
• Page End: 517
• Publication Date: 2022-02-01
• Subjects: Confounders -- Panel data -- Two-dimension dynamic models -- Maximum likelihood estimation; Mathematical statistics -- Periodicals; Mathematical statistics -- Data processing -- Periodicals; Digital computer simulation -- Periodicals; 519.5
• DOI: 10.1080/03610918.2019.1655576
• Languages: English
• ISSNs: 0361-0918

Abstract

Abstract: In this paper, motivated by a real data example about borderline overian tumors, we study a two-dimension dynamic panel models with confounding individual effect for modeling binary panel data. We propose using the maximum likelihood estimation method to estimate the model parameters. The properties of the maximum likelihood estimators are studied. The performance of the proposed estimation method is studied by using a Monte Carlo simulation study. The proposed model and estimation methods are illustrated by the real data example.