2 papers
econ.EM2025
Grouped fixed effects regularization for binary choice models
Claudia Pigini, Alessandro Pionati, Francesco Valentini
We study the application of the grouped fixed effects approach to binary choice models for panel data in presence of severe complete separation. Through data loss, complete separat…
econ.EM2025
Specification testing with grouped fixed effects
Claudia Pigini, Alessandro Pionati, Francesco Valentini
We propose a Hausman test for the correct specification of unobserved heterogeneity in both linear and nonlinear fixed-effects panel data models. The null hypothesis is that hetero…