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This paper provides a systematic characterization of the various partial effects in nonlinear panel data models that might be of interest to empirical researchers. The interpretation of the partial effects depends upon (i)\u00a0whether the distribution of unobserved heterogeneity is treated as fixed or allowed to vary with covariates, and (ii)\u00a0whether one is interested in particular covariate values or an average over such values. The characterization covers partial-effects concepts already in the literature but also includes new concepts for partial effects. A simple panel probit design highlights that the different partial effects can be quantitatively very different.<\/jats:p>","DOI":"10.1093\/ectj\/utab004","type":"journal-article","created":{"date-parts":[[2021,3,7]],"date-time":"2021-03-07T03:40:00Z","timestamp":1615088400000},"page":"519-535","source":"Crossref","is-referenced-by-count":5,"title":["Partial effects in non-linear panel data models with correlated random effects"],"prefix":"10.1093","volume":"24","author":[{"given":"Jason","family":"Abrevaya","sequence":"first","affiliation":[{"name":"The University of Texas at Austin, Department of Economics, Austin, TX 78712, USA"}],"role":[{"vocabulary":"crossref","role":"author"}]},{"given":"Yu-Chin","family":"Hsu","sequence":"additional","affiliation":[{"name":"Academia Sinica, Institute of Economics, Taipei, Taiwan"},{"name":"Department of Finance, National Central University, Taoyuan, Taiwan"},{"name":"Department of Economics, National Cheng Chi University, Taipei, Taiwan"},{"name":"CRETA, National Taiwan University, Taipei, Taiwan"}],"role":[{"vocabulary":"crossref","role":"author"}]}],"member":"286","published-online":{"date-parts":[[2021,3,2]]},"reference":[{"key":"2022030201090572900_bib1","doi-asserted-by":"crossref","first-page":"1053","DOI":"10.1111\/j.1468-0262.2005.00609.x","article-title":"Cross section and panel data estimators for nonseparable models with endogenous regressors","volume":"73","author":"Altonji","year":"2005","journal-title":"Econometrica"},{"key":"2022030201090572900_bib2","doi-asserted-by":"crossref","first-page":"312","DOI":"10.1017\/CBO9780511610257.011","article-title":"Endogeneity in nonparametric and semiparametric regression models","volume-title":"Advances in Economics and Econometrics: Theory and Applications, Eighth World Congress (Econometric Society Monographs)","author":"Blundell","year":"2003"},{"key":"2022030201090572900_bib3","doi-asserted-by":"crossref","first-page":"655","DOI":"10.1111\/j.1467-937X.2004.00299.x","article-title":"Endogeneity in semiparametric binary response models","volume":"71","author":"Blundell","year":"2004","journal-title":"Review of Economic Studies"},{"key":"2022030201090572900_bib4","doi-asserted-by":"crossref","first-page":"503","DOI":"10.1016\/j.jeconom.2006.07.023","article-title":"Estimating dynamic panel data discrete choice models with fixed effects","volume":"140","author":"Carro","year":"2007","journal-title":"Journal of Econometrics"},{"key":"2022030201090572900_bib5","doi-asserted-by":"crossref","first-page":"1247","DOI":"10.1016\/S1573-4412(84)02014-6","article-title":"Panel data","volume-title":"Handbook of Econometrics","author":"Chamberlain","year":"1984"},{"key":"2022030201090572900_bib6","article-title":"Semiparametric estimation of structural functions in nonseparable triangular models","author":"Chernozhukov","year":"","journal-title":"Econometica"},{"key":"2022030201090572900_bib7","article-title":"Nonlinear panel data models with distribution-free correlated random effects","author":"Hsu","year":"","journal-title":"Econometric Theory"},{"key":"2022030201090572900_bib8","doi-asserted-by":"crossref","first-page":"1481","DOI":"10.3982\/ECTA7108","article-title":"Identification and estimation of triangular simultaneous equations models without additivity","volume":"77","author":"Imbens","year":"2009","journal-title":"Econometrica"},{"key":"2022030201090572900_bib9","doi-asserted-by":"crossref","first-page":"69","DOI":"10.2307\/1913646","article-title":"On the pooling of time series and cross-section data","volume":"46","author":"Mundlak","year":"1978","journal-title":"Econometrica"},{"key":"2022030201090572900_bib10","doi-asserted-by":"crossref","first-page":"121","DOI":"10.1016\/j.jeconom.2008.05.009","article-title":"Panel data methods for fractional response variables with an application to test pass rates","volume":"145","author":"Papke","year":"2008","journal-title":"Journal of Econometrics"},{"key":"2022030201090572900_bib11","doi-asserted-by":"crossref","first-page":"163","DOI":"10.1002\/(SICI)1099-1255(199803\/04)13:2<163::AID-JAE460>3.0.CO;2-Y","article-title":"Whose wages do unions raise? 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