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Regular version of the site

Article

A binary choice model with partial observability for panel data

Model Assisted Statistics and Applications. 2020. Vol. 15. No. 4. P. 315-322.
Batalova E., Furmanov Kirill, Shelkova E.

We consider a panel model with a binary response variable that is a product of two unobservable factors, each determined by a separate binary choice equation. One of these factors is assumed to be time-invariant and may be interpreted as a latent class indicator. A simulation study shows that maximum likelihood estimates from even the shortest panel are much more reliable than those obtained from a cross-section. As an illustrative example, the model is applied to Russian Longitudinal Monitoring Survey data to estimate a proportion of the non-employed population who are participating in job search.