Identification and Estimation of Partial Effects in Nonlinear Semiparametric Panel Models
非线性半参数面板模型中偏效应的识别与估计
Average partial effects (APEs) are often not point identified in panel models with unrestricted unobserved individual heterogeneity, such as a binary response panel model with fixed effects and logistic errors as a special case. This lack of point identification occurs despite the identification of these models' common coefficients. We provide a unified framework to establish the point identification of various partial effects in a wide class of nonlinear semiparametric…