A Note on Estimated Coefficients in Random Effects Probit Models.

This note points out to applied researchers what adjustments are needed to the 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 easy estimation of the random effects probit model.

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Year of publication:	1998
Authors:	Arulampalam, W.
Institutions:	Department of Economics, University of Warwick
Subject:	ECONOMIC MODELS \| EVALUATION

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Series:	The Warwick Economics Research Paper Series (TWERPS).
Type of publication:	Book / Working Paper
Language:	English
Notes:	8 pages
Classification:	C13 - Estimation ; C23 - Models with Panel Data
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005368759