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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
1031:{\displaystyle f(y_{i}\mid x_{i})={\frac {e^{-\mu _{i}}\mu _{i}^{y_{i}}}{y_{i}!}}} 3738: 3482: 3344: 3271: 2946: 2820: 2793: 2770: 2739: 2366: 2361: 2315: 2045: 1696: 3228: 3687: 3682: 2145: 2075: 1721: 840: 295: 3930: 3844: 3811: 3674: 3635: 3446: 3415: 2879: 2833: 2438: 2140: 1967: 1731: 1726: 844: 3786: 3719: 3696: 3611: 2941: 2237: 2135: 2070: 2012: 1997: 1934: 1889: 3829: 3791: 3474: 3375: 3237: 3050: 3017: 2509: 2426: 2421: 2065: 2022: 2002: 1982: 1972: 1741: 1208: 779: 2675: 2155: 1855: 1786: 1736: 1711: 1631: 832: 287: 1207:
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
2975: 1534:is the linear index and exp is the link function. 1526: 1489: 1399: 1264: 1233: 1196: 1060: 1030: 912: 885: 688: 492: 421: 350: 320: 826: 3928: 1581: 1579: 1569: 1567: 1565: 1563: 1490:{\displaystyle m=(x_{t},b_{0})=\exp(x_{t}b_{0})} 572: 3061:Multivariate adaptive regression splines (MARS) 1616: 1576: 1560: 818:. Yet, except for special circumstances, the 493:{\displaystyle x_{i}=(x_{i1},\dots ,x_{iT})} 422:{\displaystyle y_{i}=(y_{i1},\dots ,y_{iT})} 89:introducing citations to additional sources 1553: 1551: 1549: 1547: 286:Partial (pooled) likelihood estimation for 100:"Partial likelihood methods for panel data" 50:Learn how and when to remove these messages 1661: 1623: 1609: 2274: 274:Learn how and when to remove this message 256:Learn how and when to remove this message 195:Learn how and when to remove this message 179:, without removing the technical details. 1544: 806:. If the joint conditional density of y 79:Relevant discussion may be found on the 3929: 3587:Kaplan–Meier estimator (product limit) 3660: 3227: 2974: 2273: 2043: 1660: 1604: 177:make it understandable to non-experts 3897: 3597:Accelerated failure time (AFT) model 529:Writing the conditional density of y 233:Formatting of mathematical formulas. 206: 151: 56: 15: 3909: 3192:Analysis of variance (ANOVA, anova) 2044: 1072:, the conditional mean is given by 13: 3287:Cochran–Mantel–Haenszel statistics 1913:Pearson product-moment correlation 1400:{\displaystyle \ell _{i}(b)=\sum } 1082: 582: 14: 3963: 1228: 31:This article has multiple issues. 3952:Probability distribution fitting 3908: 3896: 3884: 3871: 3870: 3661: 1234:{\displaystyle x_{t}\centerdot } 756:is correctly specified for each 211: 156: 72:relies largely or entirely on a 61: 20: 3546:Least-squares spectral analysis 39:or discuss these issues on the 2527:Mean-unbiased minimum-variance 1630: 1588: 1484: 1461: 1449: 1423: 1394: 1391: 1369: 1360: 1357: 1335: 1329: 1307: 1298: 1292: 1149: 1123: 1114: 1088: 959: 933: 827:Pooled QMLE for Poisson models 683: 645: 503: 487: 449: 416: 378: 1: 3942:Maximum likelihood estimation 3840:Geographic information system 3056:Simultaneous equations models 1537: 1068:in a compact parameter space 298:that assumes that density of 3023:Coefficient of determination 2634:Uniformly most powerful test 771:∈ Θ that uniquely maximizes 7: 3592:Proportional hazards models 3536:Spectral density estimation 3518:Vector autoregression (VAR) 2952:Maximum posterior estimator 2184:Randomized controlled trial 849:fixed-effect Poisson models 740: ; θ). We assume that 231:. The specific problem is: 10: 3968: 3352:Multivariate distributions 1772:Average absolute deviation 1527:{\displaystyle x_{t}b_{0}} 778:By the usual argument for 3866: 3820: 3757: 3710: 3673: 3669: 3656: 3628: 3610: 3577: 3568: 3526: 3473: 3434: 3383: 3374: 3340:Structural equation model 3295: 3252: 3248: 3223: 3182: 3148: 3102: 3069: 3031: 2998: 2994: 2970: 2910: 2819: 2738: 2702: 2693: 2676:Score/Lagrange multiplier 2661: 2614: 2559: 2485: 2476: 2286: 2282: 2269: 2228: 2202: 2154: 2109: 2091:Sample size determination 2056: 2052: 2039: 1943: 1898: 1872: 1854: 1810: 1762: 1682: 1673: 1669: 1656: 1638: 920:is specified as follows: 3835:Environmental statistics 3357:Elliptical distributions 3150:Generalized linear model 3079:Simple linear regression 2849:Hodges–Lehmann estimator 2306:Probability distribution 2215:Stochastic approximation 1777:Coefficient of variation 853:unobserved heterogeneity 521:standard error estimator 292:quasi-maximum likelihood 3495:Cross-correlation (XCF) 3103:Non-standard predictors 2537:Lehmann–ScheffĂŠ theorem 2210:Adaptive clinical trial 1209:M-estimation techniques 3891:Mathematics portal 3712:Engineering statistics 3620:Nelson–Aalen estimator 3197:Analysis of covariance 3084:Ordinary least squares 3008:Pearson product-moment 2412:Statistical functional 2323:Empirical distribution 2156:Controlled experiments 1885:Frequency distribution 1663:Descriptive statistics 1528: 1491: 1401: 1266: 1235: 1198: 1062: 1032: 914: 887: 764:and that there exists 690: 628: 607: 494: 423: 352: 351:{\displaystyle x_{it}} 322: 321:{\displaystyle y_{it}} 3807:Population statistics 3749:System identification 3483:Autocorrelation (ACF) 3411:Exponential smoothing 3325:Discriminant analysis 3320:Canonical correlation 3184:Partition of variance 3046:Regression validation 2890:(Jonckheere–Terpstra) 2789:Likelihood-ratio test 2478:Frequentist inference 2390:Location–scale family 2311:Sampling distribution 2276:Statistical inference 2243:Cross-sectional study 2230:Observational studies 2189:Randomized experiment 2018:Stem-and-leaf display 1820:Central limit theorem 1529: 1492: 1402: 1267: 1265:{\displaystyle b_{0}} 1236: 1199: 1063: 1061:{\displaystyle b_{0}} 1033: 915: 913:{\displaystyle x_{i}} 888: 886:{\displaystyle y_{i}} 839:(which can be either 691: 608: 587: 495: 424: 353: 323: 3730:Probabilistic design 3315:Principal components 3158:Exponential families 3110:Nonlinear regression 3089:General linear model 3051:Mixed effects models 3041:Errors and residuals 3018:Confounding variable 2920:Bayesian probability 2898:Van der Waerden test 2888:Ordered alternative 2653:Multiple comparisons 2532:Rao–Blackwellization 2495:Estimating equations 2451:Statistical distance 2169:Factorial experiment 1702:Arithmetic-Geometric 1501: 1414: 1410:A popular choice is 1279: 1249: 1215: 1079: 1045: 927: 897: 870: 864:Poisson distribution 568: 433: 362: 332: 302: 238:improve this article 227:to meet Knowledge's 85:improve this article 3802:Official statistics 3725:Methods engineering 3406:Seasonal adjustment 3174:Poisson regressions 3094:Bayesian regression 3033:Regression analysis 3013:Partial correlation 2985:Regression analysis 2584:Prediction interval 2579:Likelihood interval 2569:Confidence interval 2561:Interval estimation 2522:Unbiased estimators 2340:Model specification 2220:Up-and-down designs 1908:Partial correlation 1864:Index of dispersion 1782:Interquartile range 1009: 3822:Spatial statistics 3702:Medical statistics 3602:First hitting time 3556:Whittle likelihood 3207:Degrees of freedom 3202:Multivariate ANOVA 3135:Heteroscedasticity 2947:Bayesian estimator 2912:Bayesian inference 2761:Kolmogorov–Smirnov 2646:Randomization test 2616:Testing hypotheses 2589:Tolerance interval 2500:Maximum likelihood 2395:Exponential family 2328:Density estimation 2288:Statistical theory 2248:Natural experiment 2194:Scientific control 2111:Survey methodology 1797:Standard deviation 1524: 1487: 1397: 1262: 1231: 1194: 1058: 1028: 988: 910: 883: 837:unobserved effects 686: 586: 510:maximum likelihood 490: 419: 348: 318: 3924: 3923: 3862: 3861: 3858: 3857: 3797:National accounts 3767:Actuarial science 3759:Social statistics 3652: 3651: 3648: 3647: 3644: 3643: 3579:Survival function 3564: 3563: 3426:Granger causality 3267:Contingency table 3242:Survival analysis 3219: 3218: 3215: 3214: 3071:Linear regression 2966: 2965: 2962: 2961: 2937:Credible interval 2906: 2905: 2689: 2688: 2505:Method of moments 2374:Parametric family 2335:Statistical model 2265: 2264: 2261: 2260: 2179:Random assignment 2101:Statistical power 2035: 2034: 2031: 2030: 1880:Contingency table 1850: 1849: 1717:Generalized/power 1168: 1026: 571: 284: 283: 276: 266: 265: 258: 229:quality standards 220:This article may 205: 204: 197: 150: 149: 135: 54: 3959: 3912: 3911: 3900: 3899: 3889: 3888: 3874: 3873: 3777:Crime statistics 3671: 3670: 3658: 3657: 3575: 3574: 3541:Fourier analysis 3528:Frequency domain 3508: 3455: 3421:Structural break 3381: 3380: 3330:Cluster analysis 3277:Log-linear model 3250: 3249: 3225: 3224: 3166: 3140:Homoscedasticity 2996: 2995: 2972: 2971: 2891: 2883: 2875: 2874:(Kruskal–Wallis) 2859: 2844: 2799:Cross validation 2784: 2766:Anderson–Darling 2713: 2700: 2699: 2671:Likelihood-ratio 2663:Parametric tests 2641:Permutation test 2624:1- & 2-tails 2515:Minimum distance 2487:Point estimation 2483: 2482: 2434:Optimal decision 2385: 2284: 2283: 2271: 2270: 2253:Quasi-experiment 2203:Adaptive designs 2054: 2053: 2041: 2040: 1918:Rank correlation 1680: 1679: 1671: 1670: 1658: 1657: 1625: 1618: 1611: 1602: 1601: 1595: 1592: 1586: 1583: 1574: 1571: 1558: 1555: 1533: 1531: 1530: 1525: 1523: 1522: 1513: 1512: 1496: 1494: 1493: 1488: 1483: 1482: 1473: 1472: 1448: 1447: 1435: 1434: 1406: 1404: 1403: 1398: 1384: 1383: 1350: 1349: 1322: 1321: 1291: 1290: 1271: 1269: 1268: 1263: 1261: 1260: 1240: 1238: 1237: 1232: 1227: 1226: 1203: 1201: 1200: 1195: 1169: 1166: 1164: 1163: 1148: 1147: 1135: 1134: 1113: 1112: 1100: 1099: 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2842: 2821:Rank statistics 2815: 2794:Model selection 2782: 2740:Goodness of fit 2734: 2711: 2685: 2657: 2610: 2555: 2544:Median unbiased 2472: 2383: 2316:Order statistic 2278: 2257: 2224: 2198: 2150: 2105: 2048: 2046:Data collection 2027: 1939: 1894: 1868: 1846: 1806: 1758: 1675:Continuous data 1665: 1652: 1634: 1629: 1599: 1598: 1593: 1589: 1584: 1577: 1572: 1561: 1556: 1545: 1540: 1518: 1514: 1508: 1504: 1502: 1499: 1498: 1478: 1474: 1468: 1464: 1443: 1439: 1430: 1426: 1415: 1412: 1411: 1376: 1372: 1342: 1338: 1314: 1310: 1286: 1282: 1280: 1277: 1276: 1256: 1252: 1250: 1247: 1246: 1241:. The function 1222: 1218: 1216: 1213: 1212: 1167: for  1165: 1159: 1155: 1143: 1139: 1130: 1126: 1108: 1104: 1095: 1091: 1080: 1077: 1076: 1052: 1048: 1046: 1043: 1042: 1016: 1012: 1011: 1002: 998: 997: 992: 980: 976: 972: 968: 967: 965: 953: 949: 940: 936: 928: 925: 924: 904: 900: 898: 895: 894: 877: 873: 871: 868: 867: 829: 813: 809: 799: 795: 785: 783: 769: 753: 749: 745: 738: 731: 724: 718: 711: 704: 668: 664: 652: 648: 639: 635: 623: 612: 602: 591: 575: 569: 566: 565: 559: 552: 545: 538: 532: 523:for inference. 517: 506: 478: 474: 456: 452: 440: 436: 434: 431: 430: 407: 403: 385: 381: 369: 365: 363: 360: 359: 339: 335: 333: 330: 329: 309: 305: 303: 300: 299: 280: 269: 268: 267: 262: 251: 245: 242: 235: 216: 212: 201: 190: 184: 181: 173:help improve it 170: 161: 157: 146: 140: 137: 94: 92: 78: 66: 25: 21: 12: 11: 5: 3965: 3955: 3954: 3949: 3944: 3939: 3922: 3921: 3919: 3918: 3906: 3894: 3880: 3867: 3864: 3863: 3860: 3859: 3856: 3855: 3853: 3852: 3847: 3842: 3837: 3832: 3826: 3824: 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3216: 3213: 3212: 3210: 3209: 3204: 3199: 3194: 3188: 3186: 3180: 3179: 3177: 3176: 3160: 3154: 3152: 3146: 3145: 3143: 3142: 3137: 3132: 3127: 3122: 3120:Semiparametric 3117: 3112: 3106: 3104: 3100: 3099: 3097: 3096: 3091: 3086: 3081: 3075: 3073: 3067: 3066: 3064: 3063: 3058: 3053: 3048: 3043: 3037: 3035: 3029: 3028: 3026: 3025: 3020: 3015: 3010: 3004: 3002: 2992: 2991: 2988: 2987: 2982: 2976: 2968: 2967: 2964: 2963: 2960: 2959: 2957: 2956: 2955: 2954: 2944: 2939: 2934: 2933: 2932: 2927: 2916: 2914: 2908: 2907: 2904: 2903: 2901: 2900: 2895: 2894: 2893: 2885: 2877: 2861: 2858:(Mann–Whitney) 2853: 2852: 2851: 2838: 2837: 2836: 2825: 2823: 2817: 2816: 2814: 2813: 2812: 2811: 2806: 2801: 2791: 2786: 2783:(Shapiro–Wilk) 2778: 2773: 2768: 2763: 2758: 2750: 2744: 2742: 2736: 2735: 2733: 2732: 2724: 2715: 2703: 2697: 2695:Specific tests 2691: 2690: 2687: 2686: 2684: 2683: 2678: 2673: 2667: 2665: 2659: 2658: 2656: 2655: 2650: 2649: 2648: 2638: 2637: 2636: 2626: 2620: 2618: 2612: 2611: 2609: 2608: 2607: 2606: 2601: 2591: 2586: 2581: 2576: 2571: 2565: 2563: 2557: 2556: 2554: 2553: 2548: 2547: 2546: 2541: 2540: 2539: 2534: 2519: 2518: 2517: 2512: 2507: 2502: 2491: 2489: 2480: 2474: 2473: 2471: 2470: 2465: 2460: 2459: 2458: 2448: 2443: 2442: 2441: 2431: 2430: 2429: 2424: 2419: 2409: 2404: 2399: 2398: 2397: 2392: 2387: 2371: 2370: 2369: 2364: 2359: 2349: 2348: 2347: 2342: 2332: 2331: 2330: 2320: 2319: 2318: 2308: 2303: 2298: 2292: 2290: 2280: 2279: 2267: 2266: 2263: 2262: 2259: 2258: 2256: 2255: 2250: 2245: 2240: 2234: 2232: 2226: 2225: 2223: 2222: 2217: 2212: 2206: 2204: 2200: 2199: 2197: 2196: 2191: 2186: 2181: 2176: 2171: 2166: 2160: 2158: 2152: 2151: 2149: 2148: 2146:Standard error 2143: 2138: 2133: 2132: 2131: 2126: 2115: 2113: 2107: 2106: 2104: 2103: 2098: 2093: 2088: 2083: 2078: 2076:Optimal design 2073: 2068: 2062: 2060: 2050: 2049: 2037: 2036: 2033: 2032: 2029: 2028: 2026: 2025: 2020: 2015: 2010: 2005: 2000: 1995: 1990: 1985: 1980: 1975: 1970: 1965: 1960: 1955: 1949: 1947: 1941: 1940: 1938: 1937: 1932: 1931: 1930: 1925: 1915: 1910: 1904: 1902: 1896: 1895: 1893: 1892: 1887: 1882: 1876: 1874: 1873:Summary tables 1870: 1869: 1867: 1866: 1860: 1858: 1852: 1851: 1848: 1847: 1845: 1844: 1843: 1842: 1837: 1832: 1822: 1816: 1814: 1808: 1807: 1805: 1804: 1799: 1794: 1789: 1784: 1779: 1774: 1768: 1766: 1760: 1759: 1757: 1756: 1751: 1746: 1745: 1744: 1739: 1734: 1729: 1724: 1719: 1714: 1709: 1707:Contraharmonic 1704: 1699: 1688: 1686: 1677: 1667: 1666: 1654: 1653: 1651: 1650: 1645: 1639: 1636: 1635: 1628: 1627: 1620: 1613: 1605: 1597: 1596: 1587: 1575: 1559: 1542: 1541: 1539: 1536: 1521: 1517: 1511: 1507: 1486: 1481: 1477: 1471: 1467: 1463: 1460: 1457: 1454: 1451: 1446: 1442: 1438: 1433: 1429: 1425: 1422: 1419: 1408: 1407: 1396: 1393: 1390: 1387: 1382: 1379: 1375: 1371: 1368: 1365: 1362: 1359: 1356: 1353: 1348: 1345: 1341: 1337: 1334: 1331: 1328: 1325: 1320: 1317: 1313: 1309: 1306: 1303: 1300: 1297: 1294: 1289: 1285: 1259: 1255: 1230: 1225: 1221: 1205: 1204: 1193: 1190: 1187: 1184: 1181: 1178: 1175: 1172: 1162: 1158: 1154: 1151: 1146: 1142: 1138: 1133: 1129: 1125: 1122: 1119: 1116: 1111: 1107: 1103: 1098: 1094: 1090: 1087: 1084: 1055: 1051: 1039: 1038: 1024: 1019: 1015: 1005: 1001: 995: 991: 983: 979: 975: 971: 964: 961: 956: 952: 948: 943: 939: 935: 932: 907: 903: 880: 876: 841:random effects 828: 825: 811: 807: 797: 793: 767: 751: 747: 743: 736: 729: 722: 716: 713:is modeled as 709: 702: 697: 696: 685: 682: 679: 674: 671: 667: 663: 658: 655: 651: 647: 642: 638: 634: 631: 626: 621: 618: 615: 611: 605: 600: 597: 594: 590: 584: 581: 578: 574: 557: 550: 543: 536: 530: 515: 505: 502: 489: 484: 481: 477: 473: 470: 467: 462: 459: 455: 451: 448: 443: 439: 418: 413: 410: 406: 402: 399: 396: 391: 388: 384: 380: 377: 372: 368: 345: 342: 338: 315: 312: 308: 296:panel analysis 282: 281: 264: 263: 219: 217: 210: 203: 202: 164: 162: 155: 148: 147: 83:. Please help 69: 67: 60: 55: 29: 28: 26: 19: 9: 6: 4: 3: 2: 3964: 3953: 3950: 3948: 3945: 3943: 3940: 3938: 3935: 3934: 3932: 3917: 3916: 3907: 3905: 3904: 3895: 3893: 3892: 3887: 3881: 3879: 3878: 3869: 3868: 3865: 3851: 3848: 3846: 3845:Geostatistics 3843: 3841: 3838: 3836: 3833: 3831: 3828: 3827: 3825: 3823: 3819: 3813: 3812:Psychometrics 3810: 3808: 3805: 3803: 3800: 3798: 3795: 3793: 3790: 3788: 3785: 3783: 3780: 3778: 3775: 3773: 3770: 3768: 3765: 3764: 3762: 3760: 3756: 3750: 3747: 3745: 3742: 3740: 3736: 3733: 3731: 3728: 3726: 3723: 3721: 3718: 3717: 3715: 3713: 3709: 3703: 3700: 3698: 3695: 3693: 3689: 3686: 3684: 3681: 3680: 3678: 3676: 3675:Biostatistics 3672: 3668: 3664: 3659: 3655: 3637: 3636:Log-rank test 3634: 3633: 3631: 3627: 3621: 3618: 3617: 3615: 3613: 3609: 3603: 3600: 3598: 3595: 3593: 3590: 3588: 3585: 3584: 3582: 3580: 3576: 3573: 3571: 3567: 3557: 3554: 3552: 3549: 3547: 3544: 3542: 3539: 3537: 3534: 3533: 3531: 3529: 3525: 3519: 3516: 3514: 3511: 3509: 3507:(Box–Jenkins) 3503: 3501: 3498: 3496: 3493: 3489: 3486: 3485: 3484: 3481: 3480: 3478: 3476: 3472: 3466: 3463: 3461: 3460:Durbin–Watson 3458: 3456: 3450: 3448: 3445: 3443: 3442:Dickey–Fuller 3440: 3439: 3437: 3433: 3427: 3424: 3422: 3419: 3417: 3416:Cointegration 3414: 3412: 3409: 3407: 3404: 3402: 3399: 3397: 3394: 3392: 3391:Decomposition 3389: 3388: 3386: 3382: 3379: 3377: 3373: 3363: 3360: 3359: 3358: 3355: 3354: 3353: 3350: 3346: 3343: 3342: 3341: 3338: 3336: 3333: 3331: 3328: 3326: 3323: 3321: 3318: 3316: 3313: 3311: 3308: 3306: 3303: 3302: 3300: 3298: 3294: 3288: 3285: 3283: 3280: 3278: 3275: 3273: 3270: 3268: 3265: 3263: 3262:Cohen's kappa 3260: 3259: 3257: 3255: 3251: 3247: 3243: 3239: 3235: 3231: 3226: 3222: 3208: 3205: 3203: 3200: 3198: 3195: 3193: 3190: 3189: 3187: 3185: 3181: 3175: 3171: 3167: 3161: 3159: 3156: 3155: 3153: 3151: 3147: 3141: 3138: 3136: 3133: 3131: 3128: 3126: 3123: 3121: 3118: 3116: 3115:Nonparametric 3113: 3111: 3108: 3107: 3105: 3101: 3095: 3092: 3090: 3087: 3085: 3082: 3080: 3077: 3076: 3074: 3072: 3068: 3062: 3059: 3057: 3054: 3052: 3049: 3047: 3044: 3042: 3039: 3038: 3036: 3034: 3030: 3024: 3021: 3019: 3016: 3014: 3011: 3009: 3006: 3005: 3003: 3001: 2997: 2993: 2986: 2983: 2981: 2978: 2977: 2973: 2969: 2953: 2950: 2949: 2948: 2945: 2943: 2940: 2938: 2935: 2931: 2928: 2926: 2923: 2922: 2921: 2918: 2917: 2915: 2913: 2909: 2899: 2896: 2892: 2886: 2884: 2878: 2876: 2870: 2869: 2868: 2865: 2864:Nonparametric 2862: 2860: 2854: 2850: 2847: 2846: 2845: 2839: 2835: 2834:Sample median 2832: 2831: 2830: 2827: 2826: 2824: 2822: 2818: 2810: 2807: 2805: 2802: 2800: 2797: 2796: 2795: 2792: 2790: 2787: 2785: 2779: 2777: 2774: 2772: 2769: 2767: 2764: 2762: 2759: 2757: 2755: 2751: 2749: 2746: 2745: 2743: 2741: 2737: 2731: 2729: 2725: 2723: 2721: 2716: 2714: 2709: 2705: 2704: 2701: 2698: 2696: 2692: 2682: 2679: 2677: 2674: 2672: 2669: 2668: 2666: 2664: 2660: 2654: 2651: 2647: 2644: 2643: 2642: 2639: 2635: 2632: 2631: 2630: 2627: 2625: 2622: 2621: 2619: 2617: 2613: 2605: 2602: 2600: 2597: 2596: 2595: 2592: 2590: 2587: 2585: 2582: 2580: 2577: 2575: 2572: 2570: 2567: 2566: 2564: 2562: 2558: 2552: 2549: 2545: 2542: 2538: 2535: 2533: 2530: 2529: 2528: 2525: 2524: 2523: 2520: 2516: 2513: 2511: 2508: 2506: 2503: 2501: 2498: 2497: 2496: 2493: 2492: 2490: 2488: 2484: 2481: 2479: 2475: 2469: 2466: 2464: 2461: 2457: 2454: 2453: 2452: 2449: 2447: 2444: 2440: 2439:loss function 2437: 2436: 2435: 2432: 2428: 2425: 2423: 2420: 2418: 2415: 2414: 2413: 2410: 2408: 2405: 2403: 2400: 2396: 2393: 2391: 2388: 2386: 2380: 2377: 2376: 2375: 2372: 2368: 2365: 2363: 2360: 2358: 2355: 2354: 2353: 2350: 2346: 2343: 2341: 2338: 2337: 2336: 2333: 2329: 2326: 2325: 2324: 2321: 2317: 2314: 2313: 2312: 2309: 2307: 2304: 2302: 2299: 2297: 2294: 2293: 2291: 2289: 2285: 2281: 2277: 2272: 2268: 2254: 2251: 2249: 2246: 2244: 2241: 2239: 2236: 2235: 2233: 2231: 2227: 2221: 2218: 2216: 2213: 2211: 2208: 2207: 2205: 2201: 2195: 2192: 2190: 2187: 2185: 2182: 2180: 2177: 2175: 2172: 2170: 2167: 2165: 2162: 2161: 2159: 2157: 2153: 2147: 2144: 2142: 2141:Questionnaire 2139: 2137: 2134: 2130: 2127: 2125: 2122: 2121: 2120: 2117: 2116: 2114: 2112: 2108: 2102: 2099: 2097: 2094: 2092: 2089: 2087: 2084: 2082: 2079: 2077: 2074: 2072: 2069: 2067: 2064: 2063: 2061: 2059: 2055: 2051: 2047: 2042: 2038: 2024: 2021: 2019: 2016: 2014: 2011: 2009: 2006: 2004: 2001: 1999: 1996: 1994: 1991: 1989: 1986: 1984: 1981: 1979: 1976: 1974: 1971: 1969: 1968:Control chart 1966: 1964: 1961: 1959: 1956: 1954: 1951: 1950: 1948: 1946: 1942: 1936: 1933: 1929: 1926: 1924: 1921: 1920: 1919: 1916: 1914: 1911: 1909: 1906: 1905: 1903: 1901: 1897: 1891: 1888: 1886: 1883: 1881: 1878: 1877: 1875: 1871: 1865: 1862: 1861: 1859: 1857: 1853: 1841: 1838: 1836: 1833: 1831: 1828: 1827: 1826: 1823: 1821: 1818: 1817: 1815: 1813: 1809: 1803: 1800: 1798: 1795: 1793: 1790: 1788: 1785: 1783: 1780: 1778: 1775: 1773: 1770: 1769: 1767: 1765: 1761: 1755: 1752: 1750: 1747: 1743: 1740: 1738: 1735: 1733: 1730: 1728: 1725: 1723: 1720: 1718: 1715: 1713: 1710: 1708: 1705: 1703: 1700: 1698: 1695: 1694: 1693: 1690: 1689: 1687: 1685: 1681: 1678: 1676: 1672: 1668: 1664: 1659: 1655: 1649: 1646: 1644: 1641: 1640: 1637: 1633: 1626: 1621: 1619: 1614: 1612: 1607: 1606: 1603: 1591: 1582: 1580: 1570: 1568: 1566: 1564: 1554: 1552: 1550: 1548: 1543: 1535: 1519: 1515: 1509: 1505: 1479: 1475: 1469: 1465: 1458: 1455: 1452: 1444: 1440: 1436: 1431: 1427: 1420: 1417: 1388: 1385: 1380: 1377: 1373: 1366: 1363: 1354: 1351: 1346: 1343: 1339: 1332: 1326: 1323: 1318: 1315: 1311: 1304: 1301: 1295: 1287: 1283: 1275: 1274: 1273: 1257: 1253: 1244: 1223: 1219: 1210: 1191: 1188: 1185: 1182: 1179: 1176: 1173: 1170: 1160: 1156: 1152: 1144: 1140: 1136: 1131: 1127: 1120: 1117: 1109: 1105: 1101: 1096: 1092: 1085: 1075: 1074: 1073: 1071: 1053: 1049: 1022: 1017: 1013: 1003: 999: 993: 989: 981: 977: 973: 969: 962: 954: 950: 946: 941: 937: 930: 923: 922: 921: 905: 901: 878: 874: 865: 860: 858: 854: 850: 846: 845:fixed effects 842: 838: 834: 824: 821: 820:joint density 817: 805: 804:A = E and B=E 801: 788: 781: 776: 774: 770: 763: 759: 755: 739: 732: 725: 719: 712: 705: 680: 677: 672: 669: 665: 661: 656: 653: 649: 640: 636: 632: 629: 624: 619: 616: 613: 609: 603: 598: 595: 592: 588: 579: 576: 564: 563: 562: 560: 553: 546: 539: 527: 524: 522: 518: 511: 501: 482: 479: 475: 471: 468: 465: 460: 457: 453: 446: 441: 437: 411: 408: 404: 400: 397: 394: 389: 386: 382: 375: 370: 366: 343: 340: 336: 313: 310: 306: 297: 293: 289: 278: 275: 260: 257: 249: 239: 234: 230: 226: 225: 218: 209: 208: 199: 196: 188: 178: 174: 168: 165:This article 163: 154: 153: 144: 141:November 2015 133: 130: 126: 123: 119: 116: 112: 109: 105: 102: â€“  101: 97: 96:Find sources: 90: 86: 82: 76: 75: 74:single source 70:This article 68: 64: 59: 58: 53: 51: 44: 43: 38: 37: 32: 27: 18: 17: 3937:M-estimators 3913: 3901: 3882: 3875: 3787:Econometrics 3737: / 3720:Chemometrics 3697:Epidemiology 3690: / 3663:Applications 3505:ARIMA model 3452:Q-statistic 3401:Stationarity 3297:Multivariate 3240: / 3236: / 3234:Multivariate 3232: / 3172: / 3168: / 2942:Bayes factor 2841:Signed rank 2753: 2727: 2719: 2707: 2402:Completeness 2238:Cohort study 2136:Opinion poll 2071:Missing data 2058:Study design 2013:Scatter plot 1935:Scatter plot 1928:Spearman's ρ 1890:Grouped data 1590: 1409: 1242: 1206: 1069: 1040: 861: 856: 830: 815: 803: 791: 786: 780:M-estimators 777: 772: 765: 761: 757: 741: 734: 727: 720: 714: 707: 700: 698: 555: 548: 541: 534: 528: 525: 513: 507: 285: 270: 252: 243: 236:Please help 232: 221: 191: 182: 166: 138: 128: 121: 114: 107: 95: 71: 47: 40: 34: 33:Please help 30: 3915:WikiProject 3830:Cartography 3792:Jurimetrics 3744:Reliability 3475:Time domain 3454:(Ljung–Box) 3376:Time-series 3254:Categorical 3238:Time-series 3230:Categorical 3165:(Bernoulli) 3000:Correlation 2980:Correlation 2776:Jarque–Bera 2748:Chi-squared 2510:M-estimator 2463:Asymptotics 2407:Sufficiency 2174:Interaction 2086:Replication 2066:Effect size 2023:Violin plot 2003:Radar chart 1983:Forest plot 1973:Correlogram 1923:Kendall's τ 504:Description 294:method for 240:if you can. 3947:Panel data 3931:Categories 3782:Demography 3500:ARMA model 3305:Regression 2882:(Friedman) 2843:(Wilcoxon) 2781:Normality 2771:Lilliefors 2718:Student's 2594:Resampling 2468:Robustness 2456:divergence 2446:Efficiency 2384:(monotone) 2379:Likelihood 2296:Population 2129:Stratified 2081:Population 1900:Dependence 1856:Count data 1787:Percentile 1764:Dispersion 1697:Arithmetic 1632:Statistics 1538:References 833:panel data 800:) is A BA 754: ; θ) 288:panel data 246:March 2018 185:April 2018 111:newspapers 36:improve it 3163:Logistic 2930:posterior 2856:Rank sum 2604:Jackknife 2599:Bootstrap 2417:Bootstrap 2352:Parameter 2301:Statistic 2096:Statistic 2008:Run chart 1993:Pie chart 1988:Histogram 1978:Fan chart 1953:Bar chart 1835:L-moments 1722:Geometric 1459:⁡ 1364:− 1327:⁡ 1305:∑ 1284:ℓ 1229:⋅ 1183:… 1157:μ 1102:∣ 1086:⁡ 990:μ 978:μ 974:− 947:∣ 681:θ 662:∣ 633:⁡ 610:∑ 589:∑ 583:Θ 580:∈ 577:θ 469:… 398:… 81:talk page 42:talk page 3877:Category 3570:Survival 3447:Johansen 3170:Binomial 3125:Isotonic 2712:(normal) 2357:location 2164:Blocking 2119:Sampling 1998:Q–Q plot 1963:Box plot 1945:Graphics 1840:Skewness 1830:Kurtosis 1802:Variance 1732:Heronian 1727:Harmonic 760:= 1,..., 222:require 3903:Commons 3850:Kriging 3735:Process 3692:studies 3551:Wavelet 3384:General 2551:Plug-in 2345:L space 2124:Cluster 1825:Moments 1643:Outline 810:given x 784:√ 224:cleanup 171:Please 125:scholar 3772:Census 3362:Normal 3310:Manova 3130:Robust 2880:2-way 2872:1-way 2710:-test 2381:  1958:Biplot 1749:Median 1742:Lehmer 1684:Center 893:given 802:where 706:given 533:given 429:given 328:given 127:  120:  113:  106:  98:  3396:Trend 2925:prior 2867:anova 2756:-test 2730:-test 2722:-test 2629:Power 2574:Pivot 2367:shape 2362:scale 1812:Shape 1792:Range 1737:Heinz 1712:Cubic 1648:Index 290:is a 132:JSTOR 118:books 3629:Test 2829:Sign 2681:Wald 1754:Mode 1692:Mean 862:The 773:E. 104:news 2809:BIC 2804:AIC 1456:exp 1324:log 866:of 843:or 816:B=A 796:- θ 794:MLE 630:log 573:max 540:as 175:to 87:by 3933:: 1578:^ 1562:^ 1546:^ 792:(θ 752:it 750:|x 748:it 746:(y 737:it 733:| 730:it 558:it 554:| 551:it 537:it 531:it 500:. 45:. 2754:G 2728:F 2720:t 2708:Z 2427:V 2422:U 1624:e 1617:t 1610:v 1520:0 1516:b 1510:t 1506:x 1485:) 1480:0 1476:b 1470:t 1466:x 1462:( 1453:= 1450:) 1445:0 1441:b 1437:, 1432:t 1428:x 1424:( 1421:= 1418:m 1395:] 1392:) 1389:b 1386:, 1381:t 1378:i 1374:x 1370:( 1367:m 1361:) 1358:) 1355:b 1352:, 1347:t 1344:i 1340:x 1336:( 1333:m 1330:( 1319:t 1316:i 1312:y 1308:[ 1302:= 1299:) 1296:b 1293:( 1288:i 1258:0 1254:b 1243:m 1224:t 1220:x 1192:. 1189:T 1186:, 1180:, 1177:1 1174:= 1171:t 1161:t 1153:= 1150:) 1145:0 1141:b 1137:, 1132:t 1128:x 1124:( 1121:m 1118:= 1115:] 1110:t 1106:x 1097:t 1093:y 1089:[ 1083:E 1070:B 1054:0 1050:b 1023:! 1018:i 1014:y 1004:i 1000:y 994:i 982:i 970:e 963:= 960:) 955:i 951:x 942:i 938:y 934:( 931:f 906:i 902:x 879:i 875:y 857:T 812:i 808:i 798:0 787:N 768:0 766:θ 762:T 758:t 744:t 742:f 735:x 728:y 726:( 723:t 721:f 717:t 715:Π 710:i 708:x 703:i 701:y 684:) 678:; 673:t 670:i 666:x 657:t 654:i 650:y 646:( 641:t 637:f 625:T 620:1 617:= 614:t 604:N 599:1 596:= 593:i 556:x 549:y 547:( 544:t 542:f 535:x 516:i 514:y 488:) 483:T 480:i 476:x 472:, 466:, 461:1 458:i 454:x 450:( 447:= 442:i 438:x 417:) 412:T 409:i 405:y 401:, 395:, 390:1 387:i 383:y 379:( 376:= 371:i 367:y 344:t 341:i 337:x 314:t 311:i 307:y 277:) 271:( 259:) 253:( 248:) 244:( 198:) 192:( 187:) 183:( 169:. 143:) 139:( 129:¡ 122:¡ 115:¡ 108:¡ 91:. 77:. 52:) 48:(

Index

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introducing citations to additional sources
"Partial likelihood methods for panel data"
news
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books
scholar
JSTOR
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panel data
quasi-maximum likelihood
panel analysis
maximum likelihood
standard error estimator
M-estimators
joint density
panel data

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