Practitioners' corner - A note on estimated coefficients in random effectsprobit models

Authors
Arulampalam, W
Citation
W. Arulampalam, Practitioners' corner - A note on estimated coefficients in random effectsprobit models, OX B ECON S, 61(4), 1999, pp. 597
Citations number
9
Categorie Soggetti
Economics
Journal title
OXFORD BULLETIN OF ECONOMICS AND STATISTICS
ISSN journal
03059049 → ACNP
Volume
61
Issue
4
Year of publication
1999
Database
ISI
SICI code
0305-9049(199911)61:4<597:PC-ANO>2.0.ZU;2-B
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 a cross 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.