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Practitioners' corner - A note on estimated coefficients in random effects probit models

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UNSPECIFIED (1999) Practitioners' corner - A note on estimated coefficients in random effects probit models. OXFORD BULLETIN OF ECONOMICS AND STATISTICS, 61 (4). 597-+. ISSN 0305-9049.

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Abstract

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.

Item Type: Journal Article
Subjects: H Social Sciences > HC Economic History and Conditions
H Social Sciences
Q Science > QA Mathematics
Journal or Publication Title: OXFORD BULLETIN OF ECONOMICS AND STATISTICS
Publisher: BLACKWELL PUBL LTD
ISSN: 0305-9049
Official Date: November 1999
Dates:
DateEvent
November 1999UNSPECIFIED
Volume: 61
Number: 4
Number of Pages: 7
Page Range: 597-+
Publication Status: Published

Data sourced from Thomson Reuters' Web of Knowledge

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