Generalized linear models with covariate measurement error can be estimated by maximum likelihood using gllamm, a program that fits a large class of multilevel latent variable models (Rabe-Hesketh, Skrondal, and Pickles 2004). The program uses adaptive quadrature to evaluate the log likelihood,...

Generalized linear models with covariate measurement error can be estimated by maximum likelihood using gllamm, a program that fits a large class of multilevel latent variable models (Rabe-Hesketh, Skrondal, and Pickles 2004). The program uses adaptive quadrature to evaluate the log likelihood,...

Studying behavior in economics, sociology, and statistics often involves fitting models in which the response variable depends on a dummy variable- also known as a regime-switch variable- or in which the response variable is observed only if a particular selection condition is met. In either...

Studying behaviour in economics, sociology, and statistics often involves fitting models in which the response variable depends on a dummy variable (also known as a regime switch variable) or in which the response variable is observed only if a particular selection condition is met. In either...