Partial likelihood methods for panel data

<p>Partial (pooled) likelihood estimation for <a href="/facts/Panel_data/5cHTwLe9">panel data</a> is a <a href="/facts/Quasi-maximum_likelihood_estimate/I4gUjECp">quasi-maximum likelihood</a> method for <a href="/facts/Panel_analysis/lk2LMm6b">panel analysis</a> that assumes that density of 
  
    
      
        
          y
          
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    {\displaystyle y_{it}}
  
 given 
  
    
      
        
          x
          
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    {\displaystyle x_{it}}
  
 is correctly specified for each time period but it allows for misspecification in the conditional density of 
  
    
      
        
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    {\displaystyle y_{i}=(y_{i1},\dots ,y_{iT})}
  
 given 
  
    
      
        
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    {\displaystyle x_{i}=(x_{i1},\dots ,x_{iT})}
  
.
</p>

Partial likelihood methods for panel data open-in-new

Partial likelihood methods for panel data