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Partial likelihood methods for panel data

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modeled by partial MLE is not correct. Therefore, for valid inference, the above formula for asymptotic variance should be used. For information equality to hold, one sufficient condition is that scores of the densities for each time period are uncorrelated. In dynamically complete models, the
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is available with Poisson outcomes. For instance, one might have information on the number of patents files by a number of different firms over time. Pooled QMLE does not necessarily contain
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can, in principle, change over time even though it is often specified as static over time. Note that only the conditional mean function is specified, and we will get consistent estimates of
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as long as this mean condition is correctly specified. This leads to the following first order condition, which represents the quasi-log likelihood for the pooled Poisson estimation:
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But, it is not assumed that the joint conditional density is correctly specified. Under some regularity conditions, partial MLE is consistent and asymptotically normal.
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McCullagh, P. and J. A. Nelder (1989): Generalized Linear Models, CRC Monographs on Statistics and Applied Probability (Book 37), 2nd Edition, Chapman and Hall, London.
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Concretely, partial likelihood estimation uses the product of conditional densities as the density of the joint conditional distribution. This generality facilitates
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can be computationally demanding. On the other hand, allowing for misspecification generally results in violation of information equality and thus requires robust
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In the following exposition, we follow the treatment in Wooldridge. Particularly, the asymptotic derivation is done under fixed-T, growing-N setting.
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Cameron, C. A. and P. K. Trivedi (2015) Count Panel Data, Oxford Handbook of Panel Data, ed. by B. Baltagi, Oxford University Press, pp. 233–256
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the starting point for Poisson pooled QMLE is the conditional mean assumption. Specifically, we assume that for some
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is correctly specified, the above formula for asymptotic variance simplifies because information equality says
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is correctly specified for each time period but it allows for misspecification in the conditional density of
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Wooldridge, J. (2002): Econometric Analysis of Cross Section and Panel Data, MIT Press, Cambridge, Mass.
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Wooldridge, J.M., Econometric Analysis of Cross Section and Panel Data, MIT Press, Cambridge, Mass.
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methods in panel data setting because fully specifying conditional distribution of
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The compact parameter space condition is imposed to enable the use of
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Pooled QMLE is a technique that allows estimating parameters when
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condition holds and thus simplified asymptotic variance is valid.
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In this formulation, the joint conditional density of
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Autoregressive conditional heteroskedasticity (ARCH)
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may be too technical for most readers to understand
1545:is the linear index and exp is the link function. 1537: 1500: 1410: 1275: 1244: 1207: 1071: 1041: 923: 896: 699: 503: 432: 361: 331: 1592: 1590: 1580: 1578: 1576: 1574: 1501:{\displaystyle m=(x_{t},b_{0})=\exp(x_{t}b_{0})} 583: 3072:Multivariate adaptive regression splines (MARS) 1627: 829:. Yet, except for special circumstances, the 8: 504:{\displaystyle x_{i}=(x_{i1},\dots ,x_{iT})} 433:{\displaystyle y_{i}=(y_{i1},\dots ,y_{iT})} 100:introducing citations to additional sources 1564: 1562: 1560: 1558: 297:Partial (pooled) likelihood estimation for 111:"Partial likelihood methods for panel data" 61:Learn how and when to remove these messages 3681: 3668: 3585: 3391: 3260: 3235: 3006: 2982: 2710: 2493: 2294: 2281: 2064: 2051: 1690: 1681: 1668: 1634: 1620: 1612: 1529: 1519: 1513: 1489: 1479: 1454: 1441: 1426: 1387: 1353: 1325: 1297: 1291: 1267: 1261: 1233: 1227: 1176: 1170: 1154: 1141: 1119: 1106: 1091: 1063: 1057: 1027: 1013: 1008: 1003: 991: 983: 976: 964: 951: 939: 915: 909: 888: 882: 679: 663: 650: 634: 623: 613: 602: 586: 580: 489: 467: 451: 445: 418: 396: 380: 374: 350: 344: 320: 314: 285:Learn how and when to remove this message 267:Learn how and when to remove this message 206:Learn how and when to remove this message 190:, without removing the technical details. 817:. If the joint conditional density of y 90:Relevant discussion may be found on the 1554: 1239: 3598:Kaplan–Meier estimator (product limit) 188:make it understandable to non-experts 7: 3908: 3608:Accelerated failure time (AFT) model 540:Writing the conditional density of y 244:Formatting of mathematical formulas. 3920: 3203:Analysis of variance (ANOVA, anova) 1083:, the conditional mean is given by 3298:Cochran–Mantel–Haenszel statistics 1924:Pearson product-moment correlation 1411:{\displaystyle \ell _{i}(b)=\sum } 1093: 593: 25: 42:This article has multiple issues. 3963:Probability distribution fitting 3919: 3907: 3895: 3882: 3881: 1245:{\displaystyle x_{t}\centerdot } 767:is correctly specified for each 222: 167: 83:relies largely or entirely on a 72: 31: 3557:Least-squares spectral analysis 50:or discuss these issues on the 2538:Mean-unbiased minimum-variance 1495: 1472: 1460: 1434: 1405: 1402: 1380: 1371: 1368: 1346: 1340: 1318: 1309: 1303: 1160: 1134: 1125: 1099: 970: 944: 838:Pooled QMLE for Poisson models 694: 656: 498: 460: 427: 389: 1: 3953:Maximum likelihood estimation 3851:Geographic information system 3067:Simultaneous equations models 1079:in a compact parameter space 309:that assumes that density of 3034:Coefficient of determination 2645:Uniformly most powerful test 782:∈ Θ that uniquely maximizes 3603:Proportional hazards models 3547:Spectral density estimation 3529:Vector autoregression (VAR) 2963:Maximum posterior estimator 2195:Randomized controlled trial 860:fixed-effect Poisson models 751: ; θ). We assume that 242:. The specific problem is: 3979: 3363:Multivariate distributions 1783:Average absolute deviation 1538:{\displaystyle x_{t}b_{0}} 789:By the usual argument for 238:to meet Knowledge (XXG)'s 3877: 3680: 3667: 3351:Structural equation model 3259: 3234: 3005: 2981: 2713: 2687:Score/Lagrange multiplier 2293: 2280: 2102:Sample size determination 2063: 2050: 1680: 1667: 1649: 931:is specified as follows: 3846:Environmental statistics 3368:Elliptical distributions 3161:Generalized linear model 3090:Simple linear regression 2860:Hodges–Lehmann estimator 2317:Probability distribution 2226:Stochastic approximation 1788:Coefficient of variation 864:unobserved heterogeneity 532:standard error estimator 303:quasi-maximum likelihood 3506:Cross-correlation (XCF) 3114:Non-standard predictors 2548:Lehmann–ScheffĂŠ theorem 2221:Adaptive clinical trial 1220:M-estimation techniques 3902:Mathematics portal 3723:Engineering statistics 3631:Nelson–Aalen estimator 3208:Analysis of covariance 3095:Ordinary least squares 3019:Pearson product-moment 2423:Statistical functional 2334:Empirical distribution 2167:Controlled experiments 1896:Frequency distribution 1674:Descriptive statistics 1539: 1502: 1412: 1277: 1246: 1209: 1073: 1043: 925: 898: 775:and that there exists 701: 639: 618: 505: 434: 363: 362:{\displaystyle x_{it}} 333: 332:{\displaystyle y_{it}} 3818:Population statistics 3760:System identification 3494:Autocorrelation (ACF) 3422:Exponential smoothing 3336:Discriminant analysis 3331:Canonical correlation 3195:Partition of variance 3057:Regression validation 2901:(Jonckheere–Terpstra) 2800:Likelihood-ratio test 2489:Frequentist inference 2401:Location–scale family 2322:Sampling distribution 2287:Statistical inference 2254:Cross-sectional study 2241:Observational studies 2200:Randomized experiment 2029:Stem-and-leaf display 1831:Central limit theorem 1540: 1503: 1413: 1278: 1276:{\displaystyle b_{0}} 1247: 1210: 1074: 1072:{\displaystyle b_{0}} 1044: 926: 924:{\displaystyle x_{i}} 899: 897:{\displaystyle y_{i}} 850:(which can be either 702: 619: 598: 506: 435: 364: 334: 3741:Probabilistic design 3326:Principal components 3169:Exponential families 3121:Nonlinear regression 3100:General linear model 3062:Mixed effects models 3052:Errors and residuals 3029:Confounding variable 2931:Bayesian probability 2909:Van der Waerden test 2899:Ordered alternative 2664:Multiple comparisons 2543:Rao–Blackwellization 2506:Estimating equations 2462:Statistical distance 2180:Factorial experiment 1713:Arithmetic-Geometric 1512: 1425: 1421:A popular choice is 1290: 1260: 1226: 1090: 1056: 938: 908: 881: 875:Poisson distribution 579: 444: 373: 343: 313: 249:improve this article 96:improve this article 3813:Official statistics 3736:Methods engineering 3417:Seasonal adjustment 3185:Poisson regressions 3105:Bayesian regression 3044:Regression analysis 3024:Partial correlation 2996:Regression analysis 2595:Prediction interval 2590:Likelihood interval 2580:Confidence interval 2572:Interval estimation 2533:Unbiased estimators 2351:Model specification 2231:Up-and-down designs 1919:Partial correlation 1875:Index of dispersion 1793:Interquartile range 1020: 3833:Spatial statistics 3713:Medical statistics 3613:First hitting time 3567:Whittle likelihood 3218:Degrees of freedom 3213:Multivariate ANOVA 3146:Heteroscedasticity 2958:Bayesian estimator 2923:Bayesian inference 2772:Kolmogorov–Smirnov 2657:Randomization test 2627:Testing hypotheses 2600:Tolerance interval 2511:Maximum likelihood 2406:Exponential family 2339:Density estimation 2299:Statistical theory 2259:Natural experiment 2205:Scientific control 2122:Survey methodology 1808:Standard deviation 1535: 1498: 1408: 1273: 1242: 1205: 1069: 1039: 999: 921: 894: 848:unobserved effects 697: 597: 521:maximum likelihood 501: 430: 359: 329: 18:Partial likelihood 3935: 3934: 3873: 3872: 3869: 3868: 3808:National accounts 3778:Actuarial science 3770:Social statistics 3663: 3662: 3659: 3658: 3655: 3654: 3590:Survival function 3575: 3574: 3437:Granger causality 3278:Contingency table 3253:Survival analysis 3230: 3229: 3226: 3225: 3082:Linear regression 2977: 2976: 2973: 2972: 2948:Credible interval 2917: 2916: 2700: 2699: 2516:Method of moments 2385:Parametric family 2346:Statistical model 2276: 2275: 2272: 2271: 2190:Random assignment 2112:Statistical power 2046: 2045: 2042: 2041: 1891:Contingency table 1861: 1860: 1728:Generalized/power 1179: 1037: 582: 295: 294: 287: 277: 276: 269: 240:quality standards 231:This article may 216: 215: 208: 161: 160: 146: 65: 16:(Redirected from 3970: 3923: 3922: 3911: 3910: 3900: 3899: 3885: 3884: 3788:Crime statistics 3682: 3669: 3586: 3552:Fourier analysis 3539:Frequency domain 3519: 3466: 3432:Structural break 3392: 3341:Cluster analysis 3288:Log-linear model 3261: 3236: 3177: 3151:Homoscedasticity 3007: 2983: 2902: 2894: 2886: 2885:(Kruskal–Wallis) 2870: 2855: 2810:Cross validation 2795: 2777:Anderson–Darling 2724: 2711: 2682:Likelihood-ratio 2674:Parametric tests 2652:Permutation test 2635:1- & 2-tails 2526:Minimum distance 2498:Point estimation 2494: 2445:Optimal decision 2396: 2295: 2282: 2264:Quasi-experiment 2214:Adaptive designs 2065: 2052: 1929:Rank correlation 1691: 1682: 1669: 1636: 1629: 1622: 1613: 1606: 1603: 1597: 1594: 1585: 1582: 1569: 1566: 1544: 1542: 1541: 1536: 1534: 1533: 1524: 1523: 1507: 1505: 1504: 1499: 1494: 1493: 1484: 1483: 1459: 1458: 1446: 1445: 1417: 1415: 1414: 1409: 1395: 1394: 1361: 1360: 1333: 1332: 1302: 1301: 1282: 1280: 1279: 1274: 1272: 1271: 1251: 1249: 1248: 1243: 1238: 1237: 1214: 1212: 1211: 1206: 1180: 1177: 1175: 1174: 1159: 1158: 1146: 1145: 1124: 1123: 1111: 1110: 1078: 1076: 1075: 1070: 1068: 1067: 1048: 1046: 1045: 1040: 1038: 1036: 1032: 1031: 1021: 1019: 1018: 1017: 1007: 998: 997: 996: 995: 977: 969: 968: 956: 955: 930: 928: 927: 922: 920: 919: 903: 901: 900: 895: 893: 892: 801: 800: 706: 704: 703: 698: 687: 686: 671: 670: 655: 654: 638: 633: 617: 612: 596: 510: 508: 507: 502: 497: 496: 475: 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The function 1229: 1224: 1223: 1178: for  1166: 1150: 1137: 1115: 1102: 1088: 1087: 1059: 1054: 1053: 1023: 1022: 1009: 987: 979: 978: 960: 947: 936: 935: 911: 906: 905: 884: 879: 878: 840: 824: 820: 810: 806: 796: 794: 780: 764: 760: 756: 749: 742: 735: 729: 722: 715: 675: 659: 646: 577: 576: 570: 563: 556: 549: 543: 534:for inference. 528: 517: 485: 463: 447: 442: 441: 414: 392: 376: 371: 370: 346: 341: 340: 316: 311: 310: 291: 280: 279: 278: 273: 262: 256: 253: 246: 227: 223: 212: 201: 195: 192: 184:help improve it 181: 172: 168: 157: 151: 148: 105: 103: 89: 77: 36: 32: 23: 22: 15: 12: 11: 5: 3976: 3974: 3966: 3965: 3960: 3955: 3950: 3940: 3939: 3933: 3932: 3930: 3929: 3917: 3905: 3891: 3878: 3875: 3874: 3871: 3870: 3867: 3866: 3864: 3863: 3858: 3853: 3848: 3843: 3837: 3835: 3829: 3828: 3826: 3825: 3820: 3815: 3810: 3805: 3800: 3795: 3790: 3785: 3780: 3774: 3772: 3766: 3765: 3763: 3762: 3757: 3752: 3743: 3738: 3733: 3727: 3725: 3719: 3718: 3716: 3715: 3710: 3705: 3696: 3694:Bioinformatics 3690: 3688: 3678: 3677: 3672: 3665: 3664: 3661: 3660: 3657: 3656: 3653: 3652: 3650: 3649: 3643: 3641: 3637: 3636: 3634: 3633: 3627: 3625: 3619: 3618: 3616: 3615: 3610: 3605: 3600: 3594: 3592: 3583: 3577: 3576: 3573: 3572: 3570: 3569: 3564: 3559: 3554: 3549: 3543: 3541: 3535: 3534: 3532: 3531: 3526: 3521: 3513: 3508: 3503: 3502: 3501: 3499:partial (PACF) 3490: 3488: 3482: 3481: 3479: 3478: 3473: 3468: 3460: 3455: 3449: 3447: 3446:Specific tests 3443: 3442: 3440: 3439: 3434: 3429: 3424: 3419: 3414: 3409: 3404: 3398: 3396: 3389: 3383: 3382: 3380: 3379: 3378: 3377: 3376: 3375: 3360: 3359: 3358: 3348: 3346:Classification 3343: 3338: 3333: 3328: 3323: 3318: 3312: 3310: 3304: 3303: 3301: 3300: 3295: 3293:McNemar's test 3290: 3285: 3280: 3275: 3269: 3267: 3257: 3256: 3239: 3232: 3231: 3228: 3227: 3224: 3223: 3221: 3220: 3215: 3210: 3205: 3199: 3197: 3191: 3190: 3188: 3187: 3171: 3165: 3163: 3157: 3156: 3154: 3153: 3148: 3143: 3138: 3133: 3131:Semiparametric 3128: 3123: 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2500: 2491: 2485: 2484: 2482: 2481: 2476: 2471: 2470: 2469: 2459: 2454: 2453: 2452: 2442: 2441: 2440: 2435: 2430: 2420: 2415: 2410: 2409: 2408: 2403: 2398: 2382: 2381: 2380: 2375: 2370: 2360: 2359: 2358: 2353: 2343: 2342: 2341: 2331: 2330: 2329: 2319: 2314: 2309: 2303: 2301: 2291: 2290: 2285: 2278: 2277: 2274: 2273: 2270: 2269: 2267: 2266: 2261: 2256: 2251: 2245: 2243: 2237: 2236: 2234: 2233: 2228: 2223: 2217: 2215: 2211: 2210: 2208: 2207: 2202: 2197: 2192: 2187: 2182: 2177: 2171: 2169: 2163: 2162: 2160: 2159: 2157:Standard error 2154: 2149: 2144: 2143: 2142: 2137: 2126: 2124: 2118: 2117: 2115: 2114: 2109: 2104: 2099: 2094: 2089: 2087:Optimal design 2084: 2079: 2073: 2071: 2061: 2060: 2055: 2048: 2047: 2044: 2043: 2040: 2039: 2037: 2036: 2031: 2026: 2021: 2016: 2011: 2006: 2001: 1996: 1991: 1986: 1981: 1976: 1971: 1966: 1960: 1958: 1952: 1951: 1949: 1948: 1943: 1942: 1941: 1936: 1926: 1921: 1915: 1913: 1907: 1906: 1904: 1903: 1898: 1893: 1887: 1885: 1884:Summary tables 1881: 1880: 1878: 1877: 1871: 1869: 1863: 1862: 1859: 1858: 1856: 1855: 1854: 1853: 1848: 1843: 1833: 1827: 1825: 1819: 1818: 1816: 1815: 1810: 1805: 1800: 1795: 1790: 1785: 1779: 1777: 1771: 1770: 1768: 1767: 1762: 1757: 1756: 1755: 1750: 1745: 1740: 1735: 1730: 1725: 1720: 1718:Contraharmonic 1715: 1710: 1699: 1697: 1688: 1678: 1677: 1672: 1665: 1664: 1662: 1661: 1656: 1650: 1647: 1646: 1641: 1639: 1638: 1631: 1624: 1616: 1608: 1607: 1598: 1586: 1570: 1553: 1552: 1550: 1547: 1532: 1528: 1522: 1518: 1497: 1492: 1488: 1482: 1478: 1474: 1471: 1468: 1465: 1462: 1457: 1453: 1449: 1444: 1440: 1436: 1433: 1430: 1419: 1418: 1407: 1404: 1401: 1398: 1393: 1390: 1386: 1382: 1379: 1376: 1373: 1370: 1367: 1364: 1359: 1356: 1352: 1348: 1345: 1342: 1339: 1336: 1331: 1328: 1324: 1320: 1317: 1314: 1311: 1308: 1305: 1300: 1296: 1270: 1266: 1241: 1236: 1232: 1216: 1215: 1204: 1201: 1198: 1195: 1192: 1189: 1186: 1183: 1173: 1169: 1165: 1162: 1157: 1153: 1149: 1144: 1140: 1136: 1133: 1130: 1127: 1122: 1118: 1114: 1109: 1105: 1101: 1098: 1095: 1066: 1062: 1050: 1049: 1035: 1030: 1026: 1016: 1012: 1006: 1002: 994: 990: 986: 982: 975: 972: 967: 963: 959: 954: 950: 946: 943: 918: 914: 891: 887: 852:random effects 839: 836: 822: 818: 808: 804: 778: 762: 758: 754: 747: 740: 733: 727: 724:is modeled as 720: 713: 708: 707: 696: 693: 690: 685: 682: 678: 674: 669: 666: 662: 658: 653: 649: 645: 642: 637: 632: 629: 626: 622: 616: 611: 608: 605: 601: 595: 592: 589: 585: 568: 561: 554: 547: 541: 526: 516: 513: 500: 495: 492: 488: 484: 481: 478: 473: 470: 466: 462: 459: 454: 450: 429: 424: 421: 417: 413: 410: 407: 402: 399: 395: 391: 388: 383: 379: 356: 353: 349: 326: 323: 319: 307:panel analysis 293: 292: 275: 274: 230: 228: 221: 214: 213: 175: 173: 166: 159: 158: 94:. Please help 80: 78: 71: 66: 40: 39: 37: 30: 24: 14: 13: 10: 9: 6: 4: 3: 2: 3975: 3964: 3961: 3959: 3956: 3954: 3951: 3949: 3946: 3945: 3943: 3928: 3927: 3918: 3916: 3915: 3906: 3904: 3903: 3898: 3892: 3890: 3889: 3880: 3879: 3876: 3862: 3859: 3857: 3856:Geostatistics 3854: 3852: 3849: 3847: 3844: 3842: 3839: 3838: 3836: 3834: 3830: 3824: 3823:Psychometrics 3821: 3819: 3816: 3814: 3811: 3809: 3806: 3804: 3801: 3799: 3796: 3794: 3791: 3789: 3786: 3784: 3781: 3779: 3776: 3775: 3773: 3771: 3767: 3761: 3758: 3756: 3753: 3751: 3747: 3744: 3742: 3739: 3737: 3734: 3732: 3729: 3728: 3726: 3724: 3720: 3714: 3711: 3709: 3706: 3704: 3700: 3697: 3695: 3692: 3691: 3689: 3687: 3686:Biostatistics 3683: 3679: 3675: 3670: 3666: 3648: 3647:Log-rank test 3645: 3644: 3642: 3638: 3632: 3629: 3628: 3626: 3624: 3620: 3614: 3611: 3609: 3606: 3604: 3601: 3599: 3596: 3595: 3593: 3591: 3587: 3584: 3582: 3578: 3568: 3565: 3563: 3560: 3558: 3555: 3553: 3550: 3548: 3545: 3544: 3542: 3540: 3536: 3530: 3527: 3525: 3522: 3520: 3518:(Box–Jenkins) 3514: 3512: 3509: 3507: 3504: 3500: 3497: 3496: 3495: 3492: 3491: 3489: 3487: 3483: 3477: 3474: 3472: 3471:Durbin–Watson 3469: 3467: 3461: 3459: 3456: 3454: 3453:Dickey–Fuller 3451: 3450: 3448: 3444: 3438: 3435: 3433: 3430: 3428: 3427:Cointegration 3425: 3423: 3420: 3418: 3415: 3413: 3410: 3408: 3405: 3403: 3402:Decomposition 3400: 3399: 3397: 3393: 3390: 3388: 3384: 3374: 3371: 3370: 3369: 3366: 3365: 3364: 3361: 3357: 3354: 3353: 3352: 3349: 3347: 3344: 3342: 3339: 3337: 3334: 3332: 3329: 3327: 3324: 3322: 3319: 3317: 3314: 3313: 3311: 3309: 3305: 3299: 3296: 3294: 3291: 3289: 3286: 3284: 3281: 3279: 3276: 3274: 3273:Cohen's kappa 3271: 3270: 3268: 3266: 3262: 3258: 3254: 3250: 3246: 3242: 3237: 3233: 3219: 3216: 3214: 3211: 3209: 3206: 3204: 3201: 3200: 3198: 3196: 3192: 3186: 3182: 3178: 3172: 3170: 3167: 3166: 3164: 3162: 3158: 3152: 3149: 3147: 3144: 3142: 3139: 3137: 3134: 3132: 3129: 3127: 3126:Nonparametric 3124: 3122: 3119: 3118: 3116: 3112: 3106: 3103: 3101: 3098: 3096: 3093: 3091: 3088: 3087: 3085: 3083: 3079: 3073: 3070: 3068: 3065: 3063: 3060: 3058: 3055: 3053: 3050: 3049: 3047: 3045: 3041: 3035: 3032: 3030: 3027: 3025: 3022: 3020: 3017: 3016: 3014: 3012: 3008: 3004: 2997: 2994: 2992: 2989: 2988: 2984: 2980: 2964: 2961: 2960: 2959: 2956: 2954: 2951: 2949: 2946: 2942: 2939: 2937: 2934: 2933: 2932: 2929: 2928: 2926: 2924: 2920: 2910: 2907: 2903: 2897: 2895: 2889: 2887: 2881: 2880: 2879: 2876: 2875:Nonparametric 2873: 2871: 2865: 2861: 2858: 2857: 2856: 2850: 2846: 2845:Sample median 2843: 2842: 2841: 2838: 2837: 2835: 2833: 2829: 2821: 2818: 2816: 2813: 2811: 2808: 2807: 2806: 2803: 2801: 2798: 2796: 2790: 2788: 2785: 2783: 2780: 2778: 2775: 2773: 2770: 2768: 2766: 2762: 2760: 2757: 2756: 2754: 2752: 2748: 2742: 2740: 2736: 2734: 2732: 2727: 2725: 2720: 2716: 2715: 2712: 2709: 2707: 2703: 2693: 2690: 2688: 2685: 2683: 2680: 2679: 2677: 2675: 2671: 2665: 2662: 2658: 2655: 2654: 2653: 2650: 2646: 2643: 2642: 2641: 2638: 2636: 2633: 2632: 2630: 2628: 2624: 2616: 2613: 2611: 2608: 2607: 2606: 2603: 2601: 2598: 2596: 2593: 2591: 2588: 2586: 2583: 2581: 2578: 2577: 2575: 2573: 2569: 2563: 2560: 2556: 2553: 2549: 2546: 2544: 2541: 2540: 2539: 2536: 2535: 2534: 2531: 2527: 2524: 2522: 2519: 2517: 2514: 2512: 2509: 2508: 2507: 2504: 2503: 2501: 2499: 2495: 2492: 2490: 2486: 2480: 2477: 2475: 2472: 2468: 2465: 2464: 2463: 2460: 2458: 2455: 2451: 2450:loss function 2448: 2447: 2446: 2443: 2439: 2436: 2434: 2431: 2429: 2426: 2425: 2424: 2421: 2419: 2416: 2414: 2411: 2407: 2404: 2402: 2399: 2397: 2391: 2388: 2387: 2386: 2383: 2379: 2376: 2374: 2371: 2369: 2366: 2365: 2364: 2361: 2357: 2354: 2352: 2349: 2348: 2347: 2344: 2340: 2337: 2336: 2335: 2332: 2328: 2325: 2324: 2323: 2320: 2318: 2315: 2313: 2310: 2308: 2305: 2304: 2302: 2300: 2296: 2292: 2288: 2283: 2279: 2265: 2262: 2260: 2257: 2255: 2252: 2250: 2247: 2246: 2244: 2242: 2238: 2232: 2229: 2227: 2224: 2222: 2219: 2218: 2216: 2212: 2206: 2203: 2201: 2198: 2196: 2193: 2191: 2188: 2186: 2183: 2181: 2178: 2176: 2173: 2172: 2170: 2168: 2164: 2158: 2155: 2153: 2152:Questionnaire 2150: 2148: 2145: 2141: 2138: 2136: 2133: 2132: 2131: 2128: 2127: 2125: 2123: 2119: 2113: 2110: 2108: 2105: 2103: 2100: 2098: 2095: 2093: 2090: 2088: 2085: 2083: 2080: 2078: 2075: 2074: 2072: 2070: 2066: 2062: 2058: 2053: 2049: 2035: 2032: 2030: 2027: 2025: 2022: 2020: 2017: 2015: 2012: 2010: 2007: 2005: 2002: 2000: 1997: 1995: 1992: 1990: 1987: 1985: 1982: 1980: 1979:Control chart 1977: 1975: 1972: 1970: 1967: 1965: 1962: 1961: 1959: 1957: 1953: 1947: 1944: 1940: 1937: 1935: 1932: 1931: 1930: 1927: 1925: 1922: 1920: 1917: 1916: 1914: 1912: 1908: 1902: 1899: 1897: 1894: 1892: 1889: 1888: 1886: 1882: 1876: 1873: 1872: 1870: 1868: 1864: 1852: 1849: 1847: 1844: 1842: 1839: 1838: 1837: 1834: 1832: 1829: 1828: 1826: 1824: 1820: 1814: 1811: 1809: 1806: 1804: 1801: 1799: 1796: 1794: 1791: 1789: 1786: 1784: 1781: 1780: 1778: 1776: 1772: 1766: 1763: 1761: 1758: 1754: 1751: 1749: 1746: 1744: 1741: 1739: 1736: 1734: 1731: 1729: 1726: 1724: 1721: 1719: 1716: 1714: 1711: 1709: 1706: 1705: 1704: 1701: 1700: 1698: 1696: 1692: 1689: 1687: 1683: 1679: 1675: 1670: 1666: 1660: 1657: 1655: 1652: 1651: 1648: 1644: 1637: 1632: 1630: 1625: 1623: 1618: 1617: 1614: 1602: 1599: 1593: 1591: 1587: 1581: 1579: 1577: 1575: 1571: 1565: 1563: 1561: 1559: 1555: 1548: 1546: 1530: 1526: 1520: 1516: 1490: 1486: 1480: 1476: 1469: 1466: 1463: 1455: 1451: 1447: 1442: 1438: 1431: 1428: 1399: 1396: 1391: 1388: 1384: 1377: 1374: 1365: 1362: 1357: 1354: 1350: 1343: 1337: 1334: 1329: 1326: 1322: 1315: 1312: 1306: 1298: 1294: 1286: 1285: 1284: 1268: 1264: 1255: 1234: 1230: 1221: 1202: 1199: 1196: 1193: 1190: 1187: 1184: 1181: 1171: 1167: 1163: 1155: 1151: 1147: 1142: 1138: 1131: 1128: 1120: 1116: 1112: 1107: 1103: 1096: 1086: 1085: 1084: 1082: 1064: 1060: 1033: 1028: 1024: 1014: 1010: 1004: 1000: 992: 988: 984: 980: 973: 965: 961: 957: 952: 948: 941: 934: 933: 932: 916: 912: 889: 885: 876: 871: 869: 865: 861: 857: 856:fixed effects 853: 849: 845: 837: 835: 832: 831:joint density 828: 816: 815:A = E and B=E 812: 799: 792: 787: 785: 781: 774: 770: 766: 750: 743: 736: 730: 723: 716: 691: 688: 683: 680: 676: 672: 667: 664: 660: 651: 647: 643: 640: 635: 630: 627: 624: 620: 614: 609: 606: 603: 599: 590: 587: 575: 574: 573: 571: 564: 557: 550: 538: 535: 533: 529: 522: 514: 512: 493: 490: 486: 482: 479: 476: 471: 468: 464: 457: 452: 448: 422: 419: 415: 411: 408: 405: 400: 397: 393: 386: 381: 377: 354: 351: 347: 324: 321: 317: 308: 304: 300: 289: 286: 271: 268: 260: 250: 245: 241: 237: 236: 229: 220: 219: 210: 207: 199: 189: 185: 179: 176:This article 174: 165: 164: 155: 152:November 2015 144: 141: 137: 134: 130: 127: 123: 120: 116: 113: â€“  112: 108: 107:Find sources: 101: 97: 93: 87: 86: 85:single source 81:This article 79: 75: 70: 69: 64: 62: 55: 54: 49: 48: 43: 38: 29: 28: 19: 3948:M-estimators 3924: 3912: 3893: 3886: 3798:Econometrics 3748: / 3731:Chemometrics 3708:Epidemiology 3701: / 3674:Applications 3516:ARIMA model 3463:Q-statistic 3412:Stationarity 3308:Multivariate 3251: / 3247: / 3245:Multivariate 3243: / 3183: / 3179: / 2953:Bayes factor 2852:Signed rank 2764: 2738: 2730: 2718: 2413:Completeness 2249:Cohort study 2147:Opinion poll 2082:Missing data 2069:Study design 2024:Scatter plot 1946:Scatter plot 1939:Spearman's ρ 1901:Grouped data 1601: 1420: 1253: 1217: 1080: 1051: 872: 867: 841: 826: 814: 802: 797: 791:M-estimators 788: 783: 776: 772: 768: 752: 745: 738: 731: 725: 718: 711: 709: 566: 559: 552: 545: 539: 536: 524: 518: 296: 281: 263: 254: 247:Please help 243: 232: 202: 193: 177: 149: 139: 132: 125: 118: 106: 82: 58: 51: 45: 44:Please help 41: 3926:WikiProject 3841:Cartography 3803:Jurimetrics 3755:Reliability 3486:Time domain 3465:(Ljung–Box) 3387:Time-series 3265:Categorical 3249:Time-series 3241:Categorical 3176:(Bernoulli) 3011:Correlation 2991:Correlation 2787:Jarque–Bera 2759:Chi-squared 2521:M-estimator 2474:Asymptotics 2418:Sufficiency 2185:Interaction 2097:Replication 2077:Effect size 2034:Violin plot 2014:Radar chart 1994:Forest plot 1984:Correlogram 1934:Kendall's τ 515:Description 305:method for 251:if you can. 3958:Panel data 3942:Categories 3793:Demography 3511:ARMA model 3316:Regression 2893:(Friedman) 2854:(Wilcoxon) 2792:Normality 2782:Lilliefors 2729:Student's 2605:Resampling 2479:Robustness 2467:divergence 2457:Efficiency 2395:(monotone) 2390:Likelihood 2307:Population 2140:Stratified 2092:Population 1911:Dependence 1867:Count data 1798:Percentile 1775:Dispersion 1708:Arithmetic 1643:Statistics 1549:References 844:panel data 811:) is A BA 765: ; θ) 299:panel data 257:March 2018 196:April 2018 122:newspapers 47:improve it 3174:Logistic 2941:posterior 2867:Rank sum 2615:Jackknife 2610:Bootstrap 2428:Bootstrap 2363:Parameter 2312:Statistic 2107:Statistic 2019:Run chart 2004:Pie chart 1999:Histogram 1989:Fan chart 1964:Bar chart 1846:L-moments 1733:Geometric 1470:⁡ 1375:− 1338:⁡ 1316:∑ 1295:ℓ 1240:⋅ 1194:… 1168:μ 1113:∣ 1097:⁡ 1001:μ 989:μ 985:− 958:∣ 692:θ 673:∣ 644:⁡ 621:∑ 600:∑ 594:Θ 591:∈ 588:θ 480:… 409:… 92:talk page 53:talk page 3888:Category 3581:Survival 3458:Johansen 3181:Binomial 3136:Isotonic 2723:(normal) 2368:location 2175:Blocking 2130:Sampling 2009:Q–Q plot 1974:Box plot 1956:Graphics 1851:Skewness 1841:Kurtosis 1813:Variance 1743:Heronian 1738:Harmonic 771:= 1,..., 233:require 3914:Commons 3861:Kriging 3746:Process 3703:studies 3562:Wavelet 3395:General 2562:Plug-in 2356:L space 2135:Cluster 1836:Moments 1654:Outline 821:given x 795:√ 235:cleanup 182:Please 136:scholar 3783:Census 3373:Normal 3321:Manova 3141:Robust 2891:2-way 2883:1-way 2721:-test 2392:  1969:Biplot 1760:Median 1753:Lehmer 1695:Center 904:given 813:where 717:given 544:given 440:given 339:given 138:  131:  124:  117:  109:  3407:Trend 2936:prior 2878:anova 2767:-test 2741:-test 2733:-test 2640:Power 2585:Pivot 2378:shape 2373:scale 1823:Shape 1803:Range 1748:Heinz 1723:Cubic 1659:Index 301:is a 143:JSTOR 129:books 3640:Test 2840:Sign 2692:Wald 1765:Mode 1703:Mean 873:The 784:E. 115:news 2820:BIC 2815:AIC 1467:exp 1335:log 877:of 854:or 827:B=A 807:- θ 805:MLE 641:log 584:max 551:as 186:to 98:by 3944:: 1589:^ 1573:^ 1557:^ 803:(θ 763:it 761:|x 759:it 757:(y 748:it 744:| 741:it 569:it 565:| 562:it 548:it 542:it 511:. 56:. 2765:G 2739:F 2731:t 2719:Z 2438:V 2433:U 1635:e 1628:t 1621:v 1531:0 1527:b 1521:t 1517:x 1496:) 1491:0 1487:b 1481:t 1477:x 1473:( 1464:= 1461:) 1456:0 1452:b 1448:, 1443:t 1439:x 1435:( 1432:= 1429:m 1406:] 1403:) 1400:b 1397:, 1392:t 1389:i 1385:x 1381:( 1378:m 1372:) 1369:) 1366:b 1363:, 1358:t 1355:i 1351:x 1347:( 1344:m 1341:( 1330:t 1327:i 1323:y 1319:[ 1313:= 1310:) 1307:b 1304:( 1299:i 1269:0 1265:b 1254:m 1235:t 1231:x 1203:. 1200:T 1197:, 1191:, 1188:1 1185:= 1182:t 1172:t 1164:= 1161:) 1156:0 1152:b 1148:, 1143:t 1139:x 1135:( 1132:m 1129:= 1126:] 1121:t 1117:x 1108:t 1104:y 1100:[ 1094:E 1081:B 1065:0 1061:b 1034:! 1029:i 1025:y 1015:i 1011:y 1005:i 993:i 981:e 974:= 971:) 966:i 962:x 953:i 949:y 945:( 942:f 917:i 913:x 890:i 886:y 868:T 823:i 819:i 809:0 798:N 779:0 777:θ 773:T 769:t 755:t 753:f 746:x 739:y 737:( 734:t 732:f 728:t 726:Π 721:i 719:x 714:i 712:y 695:) 689:; 684:t 681:i 677:x 668:t 665:i 661:y 657:( 652:t 648:f 636:T 631:1 628:= 625:t 615:N 610:1 607:= 604:i 567:x 560:y 558:( 555:t 553:f 546:x 527:i 525:y 499:) 494:T 491:i 487:x 483:, 477:, 472:1 469:i 465:x 461:( 458:= 453:i 449:x 428:) 423:T 420:i 416:y 412:, 406:, 401:1 398:i 394:y 390:( 387:= 382:i 378:y 355:t 352:i 348:x 325:t 322:i 318:y 288:) 282:( 270:) 264:( 259:) 255:( 209:) 203:( 198:) 194:( 180:. 154:) 150:( 140:¡ 133:¡ 126:¡ 119:¡ 102:. 88:. 63:) 59:( 20:)

Index

Partial likelihood
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"Partial likelihood methods for panel data"
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panel data
quasi-maximum likelihood
panel analysis
maximum likelihood
standard error estimator
M-estimators
joint density

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