A simulation study designed to evaluate the pseudo-R2 T proposed by Spiess and Keller (1999) suggests that this measure represents the goodness- of-fit not only of the systematic part, but also of the assumed correlation structure in binary panel probit models.

The results of two simulation studies suggest a mixed 'generalized estimating/pseudo-score equations' approach to lead to more efficient estimators than a GEE approach proposed by Qu, Williams, Beck and Medendorp (1992) or a three-stage approach as proposed e.g. by Schepers, Arminger and...

In this paper, a weight is derived for the calculation of design based estimators of totals, means and proportions using the ongoing German Socio-Economic Panel (GSOEP) and a new cross-sectional sample. In the first part of the paper, the selection schemes of the subsamples A, B, C and D of the...

Although sample selection bias is a frequent problem of applied research, there has been no generalization of sample selection models with binary dependent variables of interest to data with temporal error correlations. We suggest a generalized estimating equation approach to panel data...

We address the empirical question of the extent to which higher fuel efficiency of cars affects additional travel and the way this behavioral aspect is modified by additional variables. The data set used to estimate a theoretical model of the rebound effect covers two panel waves, 1998 and 2003,...

The paper proposes an estimation approach for panel models with mixed continuous and ordered categorical outcomes based on generalized estimating equations for the mean and pseudoscore equations for the covariance parameters. A numerical study suggests that efficiency can be gained in the mean...