Approximate estimation in nonlinear panel data models

DOI10.1080/03610919708813434zbMATH Open0925.62540OpenAlexW2082456073MaRDI QIDQ4387692FDOQ4387692

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

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

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)

Cites Work

• Estimation in generalized linear models with random effects
• Approximate Inference in Generalized Linear Mixed Models
• Accurate Approximations for Posterior Moments and Marginal Densities
• A note on the use of Laplace's approximation for nonlinear mixed-effects models
• Title not available (Why is that?)
• Fully Exponential Laplace Approximations to Expectations and Variances of Nonpositive Functions
• Bias correction in generalised linear mixed models with a single component of dispersion
• Econometric Methods for the Duration of Unemployment
• Laplace's approximation for nonlinear mixed models
• A Laplace approximation to the moments of a ratio of quadratic forms
• An integral occuring in duration models with heterogeneity
• Approximate marginal densities of nonlinear functions
• Nonlinear component of variance models
• Assessment of Individual and Population Bioequivalence Using the Probability That Bioavailabilities are Similar

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
• Robust estimation of panel data regression models and applications
• Partially linear models and polynomial spline approximations for the analysis of unbalanced panel data

Uses Software

• LIMDEP

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