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A Note On Estimated Coefficients In Random Effects Probit Models

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  • Arulampalam, Wiji

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.

Suggested Citation

  • Arulampalam, Wiji, 1998. "A Note On Estimated Coefficients In Random Effects Probit Models," Economic Research Papers 269242, University of Warwick - Department of Economics.
  • Handle: RePEc:ags:uwarer:269242
    DOI: 10.22004/ag.econ.269242
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    References listed on IDEAS

    as
    1. 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.
    2. 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.
    3. 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.
    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.
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    More about this item

    Keywords

    Agricultural and Food Policy; Research Methods/ Statistical Methods;

    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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