A Note on Estimated Coefficients in Random Effects Probit Models

Wiji Arulampalam

The Warwick Economics Research Paper Series (TWERPS) 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 normalization that is used by standard software in order to facilitate easy estimation of the random effects probit model.

Keywords: ECONOMIC MODELS; EVALUATION (search for similar items in EconPapers)
JEL-codes: C13 C23 (search for similar items in EconPapers)
Pages: 8 pages
Date: 1998
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Citations: View citations in EconPapers (45)

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https://warwick.ac.uk/fac/soc/economics/research/workingpapers/2008/renote5.pdf

Related works:
Journal Article: A Note on Estimated Coefficients in Random Effects Probit Models (1999)
Working Paper: A NOTE ON ESTIMATED COEFFICIENTS IN RANDOM EFFECTS PROBIT MODELS (1998)
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Persistent link: https://EconPapers.repec.org/RePEc:wrk:warwec:520

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