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20232026
most citedAnother Look at the Linear Probability Model and Nonlinear Index Models

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econ.EM2023

Fixed-b Asymptotics for Panel Models with Two-Way Clustering

Kaicheng Chen, Timothy J. Vogelsang

This paper studies a cluster robust variance estimator proposed by Chiang, Hansen and Sasaki (2024) for linear panels. First, we show algebraically that this variance estimator (CH…

econ.EM2023★ 1 cited

Another Look at the Linear Probability Model and Nonlinear Index Models

Kaicheng Chen, Robert S. Martin, Jeffrey M. Wooldridge

We reassess the use of linear models to approximate response probabilities of binary outcomes, focusing on average partial effects (APE). We confirm that linear projection paramete…