On probit versus logit dynamic mixed models for binary panel data

DOI10.1080/00949650802695656MaRDI QIDQ3564773zbMATH OpenOpenAlexFDO

Authors Wasimul Bari, Kalyan Das, Brajendra C. Sutradhar

Publication date 26 May 2010

Published in Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00949650802695656

zbMATH Keywords

consistent estimationcorrelation parametersefficient estimationfixed modelsmodel robustnessvariance of random effects

Mathematics Subject Classification ID

Point estimation (62F10) Asymptotic properties of parametric estimators (62F12) Nonparametric estimation (62G05) Asymptotic properties of nonparametric inference (62G20)

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Cites work

• A family of multivariate binary distributions for simulating correlated binary variables with specified marginal means and correlations
• A Method of Simulated Moments for Estimation of Discrete Response Models Without Numerical Integration
• A nonlinear conditional probability model for generating correlated binary data
• An overview on regression models for discrete longitudinal responses
• Approximate Inference in Generalized Linear Mixed Models
• Asymptotic properties of the maximum likelihood estimator in dichotomous logit models
• Consistent Estimators in Generalized Linear Mixed Models
• Large Sample Properties of Generalized Method of Moments Estimators
• Modelling and generating correlated binary variables
• On quasi‐likelihood inference in generalized linear mixed models with two components of dispersion
• Panel Data Discrete Choice Models with Lagged Dependent Variables
• Quasi-likelihood functions
• Robust estimation in generalized linear mixed models
• Semiparametric Analysis of Random Effects Linear Models from Binary Panel Data

Cited in

(8)

• On auto-regression type dynamic mixed models for binary panel data
• Fixed versus mixed effects based marginal models for clustered correlated binary data: an overview on advances and challenges
• GMM versus GQL inferences in semiparametric linear dynamic mixed models
• Drawing inferences from logit models for panel data
• On a random coefficient probit model
• Generalised quasi-likelihood inference in a semi-parametric binary dynamic mixed logit model
• Generalized estimating equations to binary probit model
• Pseudo conditional maximum likelihood estimation of the dynamic logit model for binary panel data

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