Generalized method of moments versus generalized quasilikelihood inferences in binary panel data models

MaRDI QIDQ987065zbMATH OpenFDO

Authors R. Prabhakar Rao, V. N. Pandit, Brajendra C. Sutradhar

Publication date 13 August 2010

Published in Sankhyā. Series B (Search for Journal in Brave)

Mathematics Subject Classification ID

Point estimation (62F10) General nonlinear regression (62J02) Applications of statistics to economics (62P20)

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Cited in

(17)

• Misspecified heteroskedasticity in the panel probit model: A small sample comparison of GMM and SML estimators
• Inferences in semi-parametric dynamic mixed models for longitudinal count data
• Generalized method of moment of random coefficient model
• Bias corrected generalized method of moments and generalized quasi-likelihood inferences in linear models for panel data with measurement error
• Comparative GMM and GQL logistic regression models on hierarchical data
• Inferences in dynamic logit models in semi-parametric setup for repeated binary data
• Remarks on asymptotic efficient estimation for regression effects in stationary and nonstationary models for panel count data
• GMM versus GQL inferences in semiparametric linear dynamic mixed models
• Two stage cluster sampling based asymptotic inferences in survey population models for longitudinal count and categorical data
• GMM versus GQL inferences for panel count data
• GQL estimation in linear dynamic models for panel data
• A generalization of the familial longitudinal binary model to the multinomial setup
• Asymptotic inferences in a multinomial logit mixed model for spatial categorical data
• A Monte Carlo simulation study for (GLS) and (GMM) estimation
• Asymptotic inferences in a doubly-semi-parametric linear longitudinal mixed model
• A generalization of the spatial binary model to the longitudinal spatial setup
• Longitudinal mixed models with \(t\) random effects for repeated count and binary data

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