A NOTE ON ESTIMATED COEFFICIENTS IN RANDOM EFFECTS PROBIT MODELS

Wiji Arulampalam

No 269242, Economic Research Papers from University of Warwick - Department of Economics

Abstract: This note points out to applied researchers what adjustments are needed to the 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 normalisation that is used by standard software in order to facilitate easy estimation of the random effects probit model.

Keywords: Agricultural and Food Policy; Research Methods/ Statistical Methods (search for similar items in EconPapers)
Pages: 9
Date: 1998-10-10
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Citations: View citations in EconPapers (12)

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Related works:
Journal Article: A Note on Estimated Coefficients in Random Effects Probit Models (1999)
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Persistent link: https://EconPapers.repec.org/RePEc:ags:uwarer:269242

DOI: 10.22004/ag.econ.269242

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