A note on estimated coefficients in random effects probit models
Arulampalam, Wiji (1998) A note on estimated coefficients in random effects probit models. Working Paper. Coventry: University of Warwick, Department of Economics. Warwick economic research papers (No.520).
WRAP_Arulampalam_520_renote5.pdf - Requires a PDF viewer such as GSview, Xpdf or Adobe Acrobat Reader
Official URL: http://www2.warwick.ac.uk/fac/soc/economics/resear...
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 normalisation that is used by standard software in order to facilitate easy estimation of the random effects probit model.
|Item Type:||Working or Discussion Paper (Working Paper)|
|Subjects:||H Social Sciences > HB Economic Theory|
|Divisions:||Faculty of Social Sciences > Economics|
|Library of Congress Subject Headings (LCSH):||Probits, Distribution (Probability theory), Estimation theory, Panel analysis|
|Series Name:||Warwick economic research papers|
|Publisher:||University of Warwick, Department of Economics|
|Place of Publication:||Coventry|
|Official Date:||October 1998|
|Number of Pages:||9|
|Status:||Not Peer Reviewed|
|Access rights to Published version:||Open Access|
Arulampalam, W. and Booth, A. L. (1998) - ‘Training and labour market flexibility: Is there a trade-off?’, forthcoming, British Journal of Industrial Relations, Dec.
Actions (login required)