On probit versus logit dynamic mixed models for binary panel data
DOI10.1080/00949650802695656zbMATH Open1187.62047OpenAlexW2055525165MaRDI QIDQ3564773FDOQ3564773
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
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efficient estimationconsistent estimationmodel robustnesscorrelation parametersfixed modelsvariance of random effects
Point estimation (62F10) Asymptotic properties of parametric estimators (62F12) Nonparametric estimation (62G05) Asymptotic properties of nonparametric inference (62G20)
Cites Work
- Large Sample Properties of Generalized Method of Moments Estimators
- Panel Data Discrete Choice Models with Lagged Dependent Variables
- Approximate Inference in Generalized Linear Mixed Models
- Semiparametric Analysis of Random Effects Linear Models from Binary Panel Data
- Robust estimation in generalized linear mixed models
- Quasi-likelihood functions
- A Method of Simulated Moments for Estimation of Discrete Response Models Without Numerical Integration
- An overview on regression models for discrete longitudinal responses
- A family of multivariate binary distributions for simulating correlated binary variables with specified marginal means and correlations
- Consistent Estimators in Generalized Linear Mixed Models
- Asymptotic properties of the maximum likelihood estimator in dichotomous logit models
- A nonlinear conditional probability model for generating correlated binary data
- Modelling and generating correlated binary variables
- On quasi‐likelihood inference in generalized linear mixed models with two components of dispersion
Cited In (8)
- Generalised quasi-likelihood inference in a semi-parametric binary dynamic mixed logit model
- On a random coefficient probit model
- On auto-regression type dynamic mixed models for binary panel data
- Generalized estimating equations to binary probit model
- GMM versus GQL inferences in semiparametric linear dynamic mixed models
- Fixed versus mixed effects based marginal models for clustered correlated binary data: an overview on advances and challenges
- Pseudo conditional maximum likelihood estimation of the dynamic logit model for binary panel data
- Drawing inferences from logit models for panel data
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