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
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)
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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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