Work

A Note on Estimated Coefficients in Random Effects Probit Models

Year: 1999

Type: article

Abstract: This note points out to applied researchers what adjustments are needed tothe coefficient estimates in a random effects probit model in order to make valid comparisons in terms of coefficient estimates and marginal effects across different specifications. These adjustments are necessary because of the normalization that is used by standard software in order to facilitate easyestimation of the random effects probit model.

Source: Oxford Bulletin of Economics and Statistics

DOI: 10.1111/1468-0084.00146

Author: Wiji Arulampalam

Institution: University of Warwick

Language: English

Topic: Spatial and Panel Data Analysis

Subfield: Economics and Econometrics

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W1578795276

FWCI: 7.07

Cites: 4

Cited by: 110

Related to: 10