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).

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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 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
Dates:	Date Event October 1998 Published
Number:	No.520
Number of Pages:	9
Institution:	University of Warwick
Status:	Not Peer Reviewed
Access rights to Published version:	Open Access (Creative Commons)

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