Event

Identification and Estimation of Average Marginal Effects in Fixed Effects Logit Models by Louise Laage

Join Professor Louise Laage for an online event, part of the Econometrics Research Seminar Series, Autumn Term 2021

  • Wed 17 Nov 21

    16:00 - 17:30

  • Colchester Campus

    Zoom

  • Event speaker

    Professor Louise Laage

  • Event type

    Lectures, talks and seminars
    Econometrics Research Seminar Series

  • Event organiser

    Economics, Department of

Join Professor Louise Laage as they present their research on Identification and Estimation of Average Marginal Effects in Fixed Effects Logit Models

Identification and Estimation of Average Marginal Effects in Fixed Effects Logit Models by Louise Laage

Join us for this weeks Econometrics Research Seminar, Autumn Term 2021

Professor Louise Laage from the Department of Economics, Georgetown University will present their research on Identification and Estimation of Average Marginal Effects in Fixed Effects Logit Models.

Abstract

This article considers average marginal effects (AME) in a panel data fixed effects logit model. Relating the identified set of the AME to an extremal moment problem, we first show how to obtain sharp bounds on the AME straightforwardly, without any optimization. Then, we consider two strategies to build confidence intervals on the AME. In the first, we estimate the sharp bounds with a semiparametric two-step estimator. The second, very simple strategy estimates instead a quantity known to be at a bounded distance from the AME. It does not require any nonparametric estimation but may result in larger confidence intervals. Monte Carlo simulations suggest that both approaches work well in practice, the second being often very competitive. Finally, we show that our results also apply to average treatment effects, the average structural functions and ordered, fixed effects logit models.

This seminar will be held via webinar on Zoom at 4pm on Wednesday 17th November. This event is open to all levels of study and is also open to the public. To register your place and gain access to the webinar, please contact the seminar organisers.

This event is part of the Econometrics Research Seminar Series.

 

Contact the seminar organisers
Contact the seminar organisers
Neslihan Sakarya Department of Economics
University of Essex
Department of Economics University of Essex
Wivenhoe Park, Colchester, Essex, CO4 3SQ
Telephone: 01206 872728

Related events