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A Note on Estimated Coefficients in Random Effects Probit Models

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  • Wiji Arulampalam

Abstract

This note points out to applied researchers what adjustments are needed tothe 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 easyestimation of the random effects probit model.

Suggested Citation

  • Wiji Arulampalam, 1999. "A Note on Estimated Coefficients in Random Effects Probit Models," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 61(4), pages 597-602, November.
    • Handle: RePEc:bla:obuest:v:61:y:1999:i:4:p:597-602
    DOI: 10.1111/1468-0084.00146
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    References listed on IDEAS

    as
    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.
    2. Robinson, Peter M, 1982. "On the Asymptotic Properties of Estimators of Models Containing Limited Dependent Variables," Econometrica, Econometric Society, vol. 50(1), pages 27-41, January.
    3. Wiji Arulampalam & Alison L. Booth, 1998. "Training and Labour Market Flexibility: Is There a Trade-off?," British Journal of Industrial Relations, London School of Economics, vol. 36(4), pages 521-536, December.
    4. G. S. Maddala, 1987. "Limited Dependent Variable Models Using Panel Data," Journal of Human Resources, University of Wisconsin Press, vol. 22(3), pages 307-338.
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    More about this item

    JEL classification:

    • C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
    • C23 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Models with Panel Data; Spatio-temporal Models

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