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 PRESS Stata Corp, LP
published in:	The Stata journal Vol. 16; no. 1; pp. 197 - 228
Data of publication:	20160300
ISSN:	1536-867X 1536-8734
EISSN:	1536-8734
Discipline:	Statistics Mathematics
Subjects:	Statistics & Probability Physical Sciences Social Sciences Social Sciences, Mathematical Methods Mathematics Mathematical Methods In Social Sciences Science & Technology Mathematical research Statistical models Research heterofactor numerical integration st0431 unobserved heterogeneity maximum likelihood factor models Roy model CHOICE ABILITIES MALES
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 CrossRef Database information Databases - DBIS