{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,7,13]],"date-time":"2026-07-13T17:13:03Z","timestamp":1783962783374,"version":"3.55.0"},"reference-count":24,"publisher":"Wiley","issue":"2","license":[{"start":{"date-parts":[[2019,11,17]],"date-time":"2019-11-17T00:00:00Z","timestamp":1573948800000},"content-version":"vor","delay-in-days":0,"URL":"http:\/\/onlinelibrary.wiley.com\/termsAndConditions#vor"}],"content-domain":{"domain":["onlinelibrary.wiley.com"],"crossmark-restriction":true},"short-container-title":["J of Applied Econometrics"],"published-print":{"date-parts":[[2020,3]]},"abstract":"<jats:title>Summary<\/jats:title><jats:p>This paper considers identification and estimation of a fixed\u2010effects model with an interval\u2010censored dependent variable. In each time period, the researcher observes the interval (with known endpoints) in which the dependent variable lies but not the value of the dependent variable itself. Two versions of the model are considered: a parametric model with logistic errors and a semiparametric model with errors having an unspecified distribution. In both cases, the error disturbances can be heteroskedastic over cross\u2010sectional units as long as they are stationary within a cross\u2010sectional unit; the semiparametric model also allows for serial correlation of the error disturbances. A conditional\u2010logit\u2010type composite likelihood estimator is proposed for the logistic fixed\u2010effects model, and a composite maximum\u2010score\u2010type estimator is proposed for the semiparametric model. In general, the scale of the coefficient parameters is identified by these estimators, meaning that the causal effects of interest are estimated directly in cases where the latent dependent variable is of primary interest (e.g., pure data\u2010coding situations). Monte Carlo simulations and an empirical application to birthweight outcomes illustrate the performance of the parametric estimator.<\/jats:p>","DOI":"10.1002\/jae.2737","type":"journal-article","created":{"date-parts":[[2019,8,21]],"date-time":"2019-08-21T01:54:53Z","timestamp":1566352493000},"page":"198-216","update-policy":"https:\/\/doi.org\/10.1002\/crossmark_policy","source":"Crossref","is-referenced-by-count":4,"title":["Interval censored regression with fixed effects"],"prefix":"10.1002","volume":"35","author":[{"given":"Jason","family":"Abrevaya","sequence":"first","affiliation":[{"name":"Department of Economics The University of Texas at Austin Austin Texas"}],"role":[{"vocabulary":"crossref","role":"author"}]},{"given":"Chris","family":"Muris","sequence":"additional","affiliation":[{"name":"Department of Economics University of Bristol Bristol UK"}],"role":[{"vocabulary":"crossref","role":"author"}]}],"member":"311","published-online":{"date-parts":[[2019,11,17]]},"reference":[{"key":"e_1_2_9_2_1","doi-asserted-by":"publisher","DOI":"10.1016\/S0304-4076(99)00027-5"},{"key":"e_1_2_9_3_1","doi-asserted-by":"publisher","DOI":"10.1002\/jae.851"},{"key":"e_1_2_9_4_1","doi-asserted-by":"publisher","DOI":"10.1111\/j.1468-0262.2005.00613.x"},{"key":"e_1_2_9_5_1","doi-asserted-by":"publisher","DOI":"10.1515\/jem-2012-0012"},{"key":"e_1_2_9_6_1","doi-asserted-by":"crossref","first-page":"283","DOI":"10.1111\/j.2517-6161.1970.tb00842.x","article-title":"Asymptotic properties of the conditional maximum\u2010likelihood estimators","volume":"32","author":"Andersen E. 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