ESTIMASI REGRESI LOGISTIK DATA PANEL RESPON BINER DENGAN EFEK TETAP; THE ESTIMATION OF LOGISTIC REGRESSION IN BINARY RESPOND PANEL DATA WITH FIXED EFFECT

UMI YULIATIN, Dedi Rosadi

2014 | Disertasi | PROGRAM STUDI S-2 MATEMATIKA

This thesis contains of logistic regression estimation techniques for a binary respond variables on panel data analysis (small T) with individual and time fixed effects. When N ! 1 , Maximum Likelihood Estimate (MLE) gives inconsistent estimator for ? since the presence of individual effect known as nuisance parameter. The Elimination of this nuisance parameter is eliminated to form the conditional probability given the sufficient statistic. Conditional Maximum Likelihood Estimate (Conditional MLE) containing the conditional probability gives consistent estimator for ? and an appropriate asymptotic covariance matrix. The data used for case studies is NLSY (National Longitudinal Survey of Youth) between 1979-1984. Binary response variable to consider is categorized of poor and non-poor married women 14th

Kata Kunci : Panel Data; Fixed Effect; Maximum Likelihood Estimator; Conditional probability; Conditional Maximum Likelihood Estimator; Consistent