Approximate estimation in nonlinear panel data models

DOI10.1080/03610919708813434MaRDI QIDQ4387692zbMATH OpenOpenAlexFDO

Authors Offer Lieberman, László Mátyás

Publication date 13 May 1998

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610919708813434

zbMATH Keywords

probit modelLaplace approximationduration modelcount data modelsmall-sigma approximationSolomon-Cox method

Mathematics Subject Classification ID

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

Recommendations

• Multilevel and nonlinear panel data models
• Generalized dynamic panel data models with random effects for cross-section and time
• Distribution-free estimation of some nonlinear panel data models
• Integrated likelihood based inference for nonlinear panel data models with unobserved effects

Cites work

• scientific article; zbMATH DE number 48304 (Why is no real title available?)
• A Laplace approximation to the moments of a ratio of quadratic forms
• A note on the use of Laplace's approximation for nonlinear mixed-effects models
• Accurate Approximations for Posterior Moments and Marginal Densities
• An integral occuring in duration models with heterogeneity
• Approximate Inference in Generalized Linear Mixed Models
• Approximate marginal densities of nonlinear functions
• Assessment of Individual and Population Bioequivalence Using the Probability That Bioavailabilities are Similar
• Bias correction in generalised linear mixed models with a single component of dispersion
• Econometric Methods for the Duration of Unemployment
• Estimation in generalized linear models with random effects
• Fully Exponential Laplace Approximations to Expectations and Variances of Nonpositive Functions
• Laplace's approximation for nonlinear mixed models
• Nonlinear component of variance models

Cited in

(8)

• Generalized dynamic panel data models with random effects for cross-section and time
• Integrated likelihood based inference for nonlinear panel data models with unobserved effects
• Multilevel and nonlinear panel data models
• Nonlinear panel data estimation via quantile regressions
• Nonlinear continuous time modeling approaches in panel research
• Robust Priors in Nonlinear Panel Data Models
• Partially linear models and polynomial spline approximations for the analysis of unbalanced panel data
• Robust estimation of panel data regression models and applications

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Uses Software

• LIMDEP

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