Maximum likelihood estimation of limited and discrete dependent variable models with nested random effects

DOI10.1016/j.jeconom.2004.08.017zbMath1336.62079OpenAlexW2046376969WikidataQ60655833 ScholiaQ60655833MaRDI QIDQ265030

Anders Skrondal, Sophia Rabe-Hesketh, Andrew R. Pickles

Publication date: 1 April 2016

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://escholarship.org/uc/item/9j0016k0

zbMATH Keywords

numerical integration random coefficients random effects adaptive quadrature hierarchical models GLLAMM multilevel models spherical quadrature rules

Mathematics Subject Classification ID

Point estimation (62F10) Numerical integration (65D30)

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