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Conditional logit versus random coefficient models: An analysis using GLLAMM

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Peter Haan (DIW)

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Abstract

Estimating labor supply functions using a discrete rather than a continuous specification has become increasingly popular in recent years. The main advantage of the discrete choice approach compared to continuous specifications derives from the possibility to model nonlinearities in budget functions. However, the standard discrete choice approach, the conditional logit model, is based on some restrictive assumptions. Econometric literature has suggested more general discrete choice models. However, these less restrictive specifications have shown to incur very high computational cost, which might obstruct the estimation of confidence intervals of marginal effects or elasticities. It is therefore of particular interest for applied research, which approach is more adequate when analyzing discrete choice models. In my analysis, I estimate different model specifications of a household utility function drawing on micro data of the GSOEP. For the estimation, I employ the Stata program GLLAMM, developed by Sophia Rabe-Hesketh et al. (2001). The idea is to test whether the results derived from the different specifications differ significantly. My findings suggest that for computational reasons, standard discrete choice models that are more restrictive in their assumptions regarding error variances, seem to represent the adequate model choice for the analysis of labor supply functions on basis of the GSOEP.

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Paper provided by Stata Users Group in its series German Stata Users' Group Meetings 2004 with number 7.

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Handle: RePEc:boc:dsug04:7

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  1. Kenneth Train, 2000. "Halton Sequences for Mixed Logit," Department of Economics, Working Paper Series 1035, Department of Economics, Institute for Business and Economic Research, UC Berkeley. [Downloadable!]
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  2. Sophia Rabe-Hesketh & Anders Skrondal & Andrew Pickles, 2004. "GLLAMM Manual," U.C. Berkeley Division of Biostatistics Working Paper Series 1160, Berkeley Electronic Press. [Downloadable!]
  3. Viktor Steiner & Katharina Wrohlich, 2004. "Household Taxation, Income Splitting and Labor Supply Incentives: A Microsimulation Study for Germany," Discussion Papers of DIW Berlin 421, DIW Berlin, German Institute for Economic Research. [Downloadable!]
  4. Heckman, James & Singer, Burton, 1984. "A Method for Minimizing the Impact of Distributional Assumptions in Econometric Models for Duration Data," Econometrica, Econometric Society, vol. 52(2), pages 271-320, March. [Downloadable!] (restricted)
  5. Gerfin, Michael & Leu, Robert E., 2003. "The Impact of In-Work Benefits on Poverty and Household Labour Supply A Simulation Study for Switzerland," IZA Discussion Papers 762, Institute for the Study of Labor (IZA). [Downloadable!]
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  6. Sophia Rabe-Hesketh & Anders Skrondal & Andrew Pickles, 2002. "Reliable estimation of generalized linear mixed models using adaptive quadrature," Stata Journal, StataCorp LP, vol. 2(1), pages 1-21, February. [Downloadable!]
  7. Gustafsson, Siv, 1992. "Separate Taxation and Married Women's Labor Supply: A Comparison of West Germany and Sweden," Journal of Population Economics, Springer, vol. 5(1), pages 61-85, February.
  8. Bonin, Holger & Kempe, Wolfram & Schneider, Hilmar, 2002. "Household Labor Supply Effects of Low-Wage Subsidies in Germany," IZA Discussion Papers 637, Institute for the Study of Labor (IZA). [Downloadable!]
  9. Steven T. Berry, 1994. "Estimating Discrete-Choice Models of Product Differentiation," RAND Journal of Economics, The RAND Corporation, vol. 25(2), pages 242-262, Summer. [Downloadable!] (restricted)
  10. Brownstone, David & Train, Kenneth, 1998. "Forecasting new product penetration with flexible substitution patterns," Journal of Econometrics, Elsevier, vol. 89(1-2), pages 109-129, November. [Downloadable!] (restricted)
  11. Kenneth Train, 2003. "Discrete Choice Methods with Simulation," Online economics textbooks, SUNY-Oswego, Department of Economics, number emetr2, March. [Downloadable!]
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