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Wolf, D.A. (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: | 27 Aug 2021 17:12 |
| URI: | https://pure.iiasa.ac.at/2948 |
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