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A comparison of different methods for the estimation of regression models with correlated binary responses

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  • Spiess, Martin
  • Hamerle, Alfred

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  • Spiess, Martin & Hamerle, Alfred, 2000. "A comparison of different methods for the estimation of regression models with correlated binary responses," Computational Statistics & Data Analysis, Elsevier, vol. 33(4), pages 439-455, June.
    • Handle: RePEc:eee:csdana:v:33:y:2000:i:4:p:439-455
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    References listed on IDEAS

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    1. Lillard, Lee A & Willis, Robert J, 1978. "Dynamic Aspects of Earning Mobility," Econometrica, Econometric Society, vol. 46(5), pages 985-1012, September.
    2. R. Darrell Bock & Marcus Lieberman, 1970. "Fitting a response model forn dichotomously scored items," Psychometrika, Springer;The Psychometric Society, vol. 35(2), pages 179-197, June.
    3. Muthen, Bengt, 1983. "Latent variable structural equation modeling with categorical data," Journal of Econometrics, Elsevier, vol. 22(1-2), pages 43-65.
    4. 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.
    5. S. le Cessie & J. C. van Houwelingen, 1994. "Logistic Regression for Correlated Binary Data," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 43(1), pages 95-108, March.
    6. Hajivassiliou, Vassilis & McFadden, Daniel & Ruud, Paul, 1996. "Simulation of multivariate normal rectangle probabilities and their derivatives theoretical and computational results," Journal of Econometrics, Elsevier, vol. 72(1-2), pages 85-134.
    7. Butler, J S & Moffitt, Robert, 1982. "A Computationally Efficient Quadrature Procedure for the One-Factor Multinomial Probit Model," Econometrica, Econometric Society, vol. 50(3), pages 761-764, May.
    8. Anderson, T. W. & Hsiao, Cheng, 1982. "Formulation and estimation of dynamic models using panel data," Journal of Econometrics, Elsevier, vol. 18(1), pages 47-82, January.
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    Cited by:

    1. Martin Spiess, 2000. "A Generalized Estimating/Pseudo-Score Equations Approach for the Estimation of Structural Equation Models," Discussion Papers of DIW Berlin 218, DIW Berlin, German Institute for Economic Research.
    2. Martin Spieß, 2006. "On the Returns to Occupational Qualification in Terms of Subjective and Objective Variables: A GEE-type Approach to the Estimation of Two-Equation Panel Models," Discussion Papers of DIW Berlin 564, DIW Berlin, German Institute for Economic Research.
    3. Martin Spieß, 2006. "Estimation of a Two-Equation Panel Model with Mixed Continuous and Ordered Categorical Outcomes and Missing Data," Discussion Papers 010, Europa-Universität Flensburg, International Institute of Management.

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