Implementing Factor Models for Unobserved Heterogeneity in Stata

We introduce a new command, heterofactor, for the maximum likelihood estimation of models with unobserved heterogeneity, including a Roy model. heterofactor fits models with up to four latent factors and allows the unobserved heterogeneity to follow general distributions. Our command differs from St...

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Bibliographic details
Volume: 16
Main Author: Sarzosa, Miguel
Urzúa, Sergio
Format: Journal Article
Language: English
Zielgruppe: Academic
Place of publication: Los Angeles, CA SAGE Publications 01.03.2016
Stata Corp, LP
published in: The Stata journal Vol. 16; no. 1; pp. 197 - 228
Data of publication: 20160300
ISSN: 1536-867X
EISSN: 1536-8734
Discipline: Statistics
Online Access: available in Bonn?
Database: Social Sciences Citation Index
Web of Science - Social Sciences Citation Index - 2016
Web of Knowledge
Science Citation Index Expanded
Web of Science - Science Citation Index Expanded - 2016
Web of Science
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