Maximum likelihood estimation of limited and discrete dependent variable models with nested random effects (Q265030): Difference between revisions

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Property / DOI: 10.1016/j.jeconom.2004.08.017 / rank
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Property / author: Andrew R. Pickles / rank
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Latest revision as of 12:55, 9 December 2024

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Maximum likelihood estimation of limited and discrete dependent variable models with nested random effects
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    Maximum likelihood estimation of limited and discrete dependent variable models with nested random effects (English)
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    1 April 2016
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    random effects
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    random coefficients
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    multilevel models
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    hierarchical models
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    numerical integration
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    adaptive quadrature
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    spherical quadrature rules
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    GLLAMM
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