A Note on Estimated Coefficients in Random Effects Probit Models

Wiji Arulampalam

Oxford Bulletin of Economics and Statistics, 1999, vol. 61, issue 4, 597-602

Abstract: This note points out to applied researchers what adjustments are needed tothe coefficient estimates in a random effects probit model in order to make valid comparisons in terms of coefficient estimates and marginal effects across different specifications. These adjustments are necessary because of the normalization that is used by standard software in order to facilitate easyestimation of the random effects probit model.

Date: 1999
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https://doi.org/10.1111/1468-0084.00146

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Working Paper: A NOTE ON ESTIMATED COEFFICIENTS IN RANDOM EFFECTS PROBIT MODELS (1998)
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