On probit versus logit dynamic mixed models for binary panel data
From MaRDI portal
Publication:3564773
DOI10.1080/00949650802695656zbMath1187.62047MaRDI QIDQ3564773
Kalyan Das, Wasimul Bari, Brajendra Chandra 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
efficient estimation; model robustness; consistent estimation; correlation parameters; fixed models; variance of random effects
62F12: Asymptotic properties of parametric estimators
62G20: Asymptotic properties of nonparametric inference
62G05: Nonparametric estimation
62F10: Point estimation
Related Items
Cites Work
- Large Sample Properties of Generalized Method of Moments Estimators
- Asymptotic properties of the maximum likelihood estimator in dichotomous logit models
- An overview on regression models for discrete longitudinal responses
- Quasi-likelihood functions
- A nonlinear conditional probability model for generating correlated binary data
- Modelling and generating correlated binary variables
- Robust estimation in generalised linear mixed models
- Semiparametric Analysis of Random Effects Linear Models from Binary Panel Data
- Consistent Estimators in Generalized Linear Mixed Models
- A family of multivariate binary distributions for simulating correlated binary variables with specified marginal means and correlations
- Panel Data Discrete Choice Models with Lagged Dependent Variables
- Approximate Inference in Generalized Linear Mixed Models
- A Method of Simulated Moments for Estimation of Discrete Response Models Without Numerical Integration
- On quasi‐likelihood inference in generalized linear mixed models with two components of dispersion