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Claudia Pigini

Other affiliations: University of Perugia
Bio: Claudia Pigini is an academic researcher from Marche Polytechnic University. The author has contributed to research in topics: Covariate & Logit. The author has an hindex of 5, co-authored 18 publications receiving 107 citations. Previous affiliations of Claudia Pigini include University of Perugia.

Papers
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TL;DR: In this paper, a test for state dependence in binary panel data with individual covariates is proposed, which relies on a quadratic exponential model in which the association between the response variables is accounted for in a different way with respect to more standard formulations.
Abstract: We propose a test for state dependence in binary panel data with individual covariates. For this aim, we rely on a quadratic exponential model in which the association between the response variables is accounted for in a different way with respect to more standard formulations. The level of association is measured by a single parameter that may be estimated by a Conditional Maximum Likelihood (CML) approach. Under the dynamic logit model, the conditional estimator of this parameter converges to zero when the hypothesis of absence of state dependence is true. Therefore, it is possible to implement a t-test for this hypothesis which may be very simply performed and attains the nominal significance level under several structures of the individual covariates. Through an extensive simulation study, we find that our test has good finite sample properties and it is more robust to the presence of (autocorrelated) covariates in the model specification in comparison with other existing testing procedures for state ...

5 citations

Posted Content
TL;DR: The R package cquad for conditional maximum likelihood estimation of the quadratic exponential (QE) model proposed by Bartolucci and Nigro (2010) for the analysis of binary panel data is illustrated.
Abstract: We illustrate R package cquad for conditional maximum likelihood estimation of the quadratic exponential (QE) model proposed by Bartolucci and Nigro (2010) for the analysis of binary panel data. The package also allows us to estimate certain modified versions of the QE model, which are based on alternative parametrizations, and it includes a function for the pseudo conditional likelihood estimation of the dynamic logit model, as proposed by Bartolucci and Nigro (2012). We also illustrate a reduced version of this package that is available in Stata. The use of the main functions of this package is based on examples using labor market data.

5 citations

Posted Content
TL;DR: In this article, a multiple step procedure was proposed to estimate the average partial effects in fixed-effects panel logit models with bias of O(T −2 ) as n → ∞ and performs well in finite sample, even when n is much larger than T.
Abstract: We propose a multiple step procedure to estimate Average Partial Effects (APE) in fixed-effects panel logit models. Because the incidental parameters problem plagues the APEs via both the inconsistent estimates of the slope and individual parameters, we reduce the bias by evaluating the APEs at a fixed-T consistent estimator for the slope coefficients and at a bias corrected estimator for the unobserved heterogeneity. The proposed estimator has bias of order O(T −2 ) as n → ∞ and performs well in finite sample, even when n is much larger than T . We provide a real data application based on the labor supply of married women.

5 citations

Journal ArticleDOI
TL;DR: A test for bivariate normality in imperfectly observed models, based on the information matrix test for censored models with bootstrap critical values, is proposed, and it is found that, while asymptotic critical values can be seriously misleading, the use of bootstrapcritical values results in a test that has excellent size and power properties even in small samples.
Abstract: In this paper, we propose a test for bivariate normality in imperfectly observed models, based on the information matrix test for censored models with bootstrap critical values. In order to evaluate its properties, we run a comprehensive Monte Carlo experiment, in which we use the bivariate probit model and Heckman sample selection model as examples. We find that, while asymptotic critical values can be seriously misleading, the use of bootstrap critical values results in a test that has excellent size and power properties even in small samples. Since this procedure is relatively inexpensive from a computational viewpoint and is easy to generalise to models with arbitrary censoring schemes, we recommend it as an important and valuable testing tool.

4 citations

Posted Content
03 Oct 2013
TL;DR: In this paper, the authors analyze the higher education choices of Italian secondary school leavers by addressing the roles of university quality, costs and geographical distance to the institution as well as the relationship between students' choices and their personal and household's attributes, such as individual secondary school background and the socioeconomic condition of the family of origin.
Abstract: In this paper, we analyze the higher education choices of Italian secondary school leavers by addressing the roles of university quality, costs and geographical distance to the institution as well as the relationship between students’ choices and their personal and household’s attributes, such as individual secondary school background and the socio-economic condition of the family of origin. Grounding such decision process on the framework of the Random Utility Model (RUM), we provide empirical evidence on the determinants of students’ choices by estimating a nested logit model on the ISTAT survey of secondary school graduates. Results show that the effects of increasing costs of enrollments and university standards are strongly differentiated across sub-groups of individuals. In particular, the choice probability of weaker students, in the sense of secondary school background and household’s socio–economic condition, is more sensitive to changes in university costs and quality.

4 citations


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Journal Article
TL;DR: A detailed review of the education sector in Australia as in the data provided by the 2006 edition of the OECD's annual publication, 'Education at a Glance' is presented in this paper.
Abstract: A detailed review of the education sector in Australia as in the data provided by the 2006 edition of the OECD's annual publication, 'Education at a Glance' is presented. While the data has shown that in almost all OECD countries educational attainment levels are on the rise, with countries showing impressive gains in university qualifications, it also reveals that a large of share of young people still do not complete secondary school, which remains a baseline for successful entry into the labour market.

2,141 citations

Journal ArticleDOI
TL;DR: It is concluded that periods of economic recession are possibly associated with a higher prevalence of mental health problems, including common mental disorders, substance disorders, and ultimately suicidal behaviour.
Abstract: Countries in recession experience high unemployment rates and a decline in living conditions, which, it has been suggested, negatively influences their populations’ health. The present review examines the recent evidence of the possible association between economic recessions and mental health outcomes. Literature review of records identified through Medline, PsycINFO, SciELO, and EBSCO Host. Only original research papers, published between 2004 and 2014, peer-reviewed, non-qualitative research, and reporting on associations between economic factors and proxies of mental health were considered. One-hundred-one papers met the inclusion criteria. The evidence was consistent that economic recessions and mediators such as unemployment, income decline, and unmanageable debts are significantly associated with poor mental wellbeing, increased rates of common mental disorders, substance-related disorders, and suicidal behaviours. On the basis of a thorough analysis of the selected investigations, we conclude that periods of economic recession are possibly associated with a higher prevalence of mental health problems, including common mental disorders, substance disorders, and ultimately suicidal behaviour. Most of the research is based on cross-sectional studies, which seriously limits causality inferences. Conclusions are summarised, taking into account international policy recommendations concerning the cost-effective measures that can possibly reduce the occurrence of negative mental health outcomes in populations during periods of economic recession.

386 citations

Posted Content
TL;DR: In this paper, a panel jackknife or an analytical bias correction motivated by large T is proposed to reduce the bias of the fixed effects estimators of panel models, where T grows at the same rate as n, so that asymptotic confidence intervals are incorrect.
Abstract: Fixed effects estimators of panel models can be severely biased because of the well-known incidental parameters problem We show that this bias can be reduced by using a panel jackknife or an analytical bias correction motivated by large T We give bias corrections for averages over the fixed effects, as well as model parameters We find large bias reductions from using these approaches in examples We consider asymptotics where T grows with n, as an approximation to the properties of the estimators in econometric applications We show that if T grows at the same rate as n the fixed effects estimator is asymptotically biased, so that asymptotic confidence intervals are incorrect, but that they are correct for the panel jackknife We show T growing faster than n1/3 suffices for correctness of the analytic correction, a property we also conjecture for the jackknife

333 citations

01 Jan 2010
TL;DR: Litiere, S., Alonso, A., Molenberghs, G., Univ Hasselt, Interuniv Inst Biostat & Stat Bioinformat, Diepenbeek, Belgium.
Abstract: [Litiere, S.; Alonso, A.; Molenberghs, G.] Univ Hasselt, Interuniv Inst Biostat & Stat Bioinformat, Diepenbeek, Belgium. [Molenberghs, G.] Katholieke Univ Leuven, Leuven, Belgium.

113 citations

Journal ArticleDOI
TL;DR: There is evidence that young people are especially vulnerable to health problems when unemployed or working in precarious conditions, and active labour market and training programmes, inclusive social security measures, improved working conditions and targeted health programmes are important for addressing this vulnerability.
Abstract: Background: The impact of unemployment and precarious employment on the health of young people is not well understood. However, according to social causation, higher socio-economic positions and th...

101 citations