Does Jeffrey's prior alleviate the incidental parameter problem?

2004 ◽  
Vol 82 (1) ◽  
pp. 135-138 ◽  
Author(s):  
Jinyong Hahn
2009 ◽  
Vol 109 (1) ◽  
pp. 239-255 ◽  
Author(s):  
Michal Marvan

Author(s):  
Mario Cruz-Gonzalez ◽  
Iván Fernández-Val ◽  
Martin Weidner

In this article, we present the user-written commands probitfe and logitfe, which fit probit and logit panel-data models with individual and time unobserved effects. Fixed-effects panel-data methods that estimate the unobserved effects can be severely biased because of the incidental parameter problem (Neyman and Scott, 1948, Econometrica 16: 1–32). We tackle this problem using the analytical and jackknife bias corrections derived in Fernández-Val and Weidner (2016, Journal of Econometrics 192: 291–312) for panels where the two dimensions ( N and T) are moderately large. We illustrate the commands with an empirical application to international trade and a Monte Carlo simulation calibrated to this application.


1989 ◽  
Vol 111 ◽  
pp. 103-119 ◽  
Author(s):  
R.T. Rood ◽  
D.A. Crocker

AbstractIn 1973 the outstanding problems confronting the theory of horizontal branch evolution were the “second parameter” problem and the Oosterhoff Effect. Despite significant progress, particularly in the observations and in the observation/theory interface, they remain as the outstanding problems of 1988. The Oosterhoff Effect is now discussed primarily in the guise of the Sandage Period Shift Effect. The morphology of the HB seems more complicated than ever. E.g., many clusters show bimodal distributions along the HB. Here we will tentatively consider those to be manifestations of the second parameter problem. We will indicate why we feel that all previously suggested solutions have all been chimeras.


2002 ◽  
Vol 9 (4-5) ◽  
pp. 193-201 ◽  
Author(s):  
Sergio Ferreira Bastos ◽  
Lavinia Borges ◽  
Fernando A. Rochinha

This article deals with the identification of elastic parameters (engineering constants) in sandwich honeycomb orthotropic rectangular plates. A non-destructive method is introduced to identify the elastic parameters through the experimental measurements of natural frequencies of a plate undergoing free vibrations. Four elastic constant are identified. The estimation of the elastic parameter problem is solved by minimizing the differences between the measured and the calculated natural frequencies. The numerical method to calculate the natural frequencies involves the formulation of Rayleigh-Ritz using a series of characteristic orthogonal polynomials to properly model the free edge boundary conditions. The analysis of the results indicates the efficiency of the method.


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