A Random-Effects Logit Model for Panel Data

Wolf DA (1987). A Random-Effects Logit Model for Panel Data. IIASA Working Paper. IIASA, Laxenburg, Austria: WP-87-104

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Abstract

A random-effects panel logit model is proposed, in which the unmeasured attributes of an individual are represented by a discrete-valued random variable, the distribution of which is binomial with a known number of support points. The maximum-likelihood estimator of the unknown parameters of the model are derived, and the performance of the ML estimators is investigated in a series of Monte-Carlo experiments. Several further extensions of the framework are also suggested, including application to discrete event-history data.

Item Type: Monograph (IIASA Working Paper)
Research Programs: World Population (POP)
Depositing User: IIASA Import
Date Deposited: 15 Jan 2016 01:57
Last Modified: 19 Jul 2016 19:43
URI: http://pure.iiasa.ac.at/2948

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