A Comparison of Alternative Estimators for Binary Panel Probit Models

Mark Harris, L.R. Macquarie and A.J. Siouclis

No 4/98, Monash Econometrics and Business Statistics Working Papers from Monash University, Department of Econometrics and Business Statistics

Abstract: Recent advances in computing power have brought the use of computer intensive estimation methods of binary panel data models within the reach of the applied researcher. The aim of this paper is to apply some of these techniques to a marleting data set and compare the results. In addition, their small sample performance is examined via Monte Carlo simulation experiments. The first estimation technique used was maximum likelihood estimation of the cross section probit (ignoring heterogeneity).

Keywords: MODELS; COMPUTERS; MAXIMUM LIKELIHOOD (search for similar items in EconPapers)
JEL-codes: C63 (search for similar items in EconPapers)
Pages: 19 pages
Date: 1998
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Working Paper: A Comparison of Alternative Estimators for Binary Panel Probit Models (2000)
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