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A Interpreting Estimated Parameters and Measuring Individual Heterogeneity in Random Coefficient Models

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William Greene

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Paper provided by New York University, Leonard N. Stern School of Business, Department of Economics in its series Working Papers with number 03-19.

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Date of creation: 2003
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Handle: RePEc:ste:nystbu:03-19

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Postal: New York University, Leonard N. Stern School of Business, Department of Economics, 44 West 4th Street, New York, NY 10012-1126
Phone: (212) 998-0860
Fax: (212) 995-4218
Web page: http://w4.stern.nyu.edu/economics/
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Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
  1. Guilkey, David K. & Murphy, James L., 1993. "Estimation and testing in the random effects probit model," Journal of Econometrics, Elsevier, vol. 59(3), pages 301-317, October. [Downloadable!] (restricted)
  2. William Greene, 2004. "Convenient estimators for the panel probit model: Further results," Empirical Economics, Springer, vol. 29(1), pages 21-47, January. [Downloadable!] (restricted)
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  3. Bertschek, Irene & Lechner, Michael, 1998. "Convenient estimators for the panel probit model," Journal of Econometrics, Elsevier, vol. 87(2), pages 329-371, September. [Downloadable!] (restricted)
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  4. Allenby, Greg M. & Rossi, Peter E., 1998. "Marketing models of consumer heterogeneity," Journal of Econometrics, Elsevier, vol. 89(1-2), pages 57-78, November. [Downloadable!] (restricted)
  5. Kenneth Train, 2003. "Discrete Choice Methods with Simulation," Online economics textbooks, SUNY-Oswego, Department of Economics, number emetr2, March. [Downloadable!]
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(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)

  1. Giorgio Barba Navaretti & Riccardo Faini & Alessandra Tucci, 2008. "Does Family Control Affect Trade Performance? Evidence for Italian Firms," CEP Discussion Papers dp0896, Centre for Economic Performance, LSE. [Downloadable!]
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  2. Udo Schneider & Volker Ulrich, 2008. "The physician-patient relationship revisited: the patient’s view," International Journal of Health Care Finance and Economics, Springer, vol. 8(4), pages 279-300, December. [Downloadable!] (restricted)
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  3. Cullmann, Astrid & Farsi, Mehdi & Filippini Massimo, 2009. "Unobserved Heterogeneity and International Benchmarking in Public Trasport," Quaderni della facoltà di Scienze economiche dell'Università di Lugano 0904, Biblioteca universitaria di Lugano (University Library of Lugano). [Downloadable!]
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  4. Chung, Chanjin & Briggeman, Brian & Han, Sungill, 2008. "Willingness to Pay for Beef Quality Attributes: Combining Mixed Logit and Latent Segmentation Approach," 2008 Annual Meeting, July 27-29, 2008, Orlando, Florida 6411, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association). [Downloadable!]
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