Pairwise likelihood inference for the random effects probit model

DOI10.1007/s00180-017-0757-8zbMath1417.62143OpenAlexW2741401270MaRDI QIDQ1643013

Y. Aharonov

Publication date: 18 June 2018

Published in: Computational Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00180-017-0757-8

zbMATH Keywords

error functiondiscrete choicepanel probit model

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Computational methods for problems pertaining to statistics (62-08) Estimation in multivariate analysis (62H12) Point estimation (62F10)

Cites Work

• A pairwise likelihood approach to estimation in multilevel probit models
• Formulation and estimation of stochastic frontier production function models
• A numerically stable quadrature procedure for the one-factor random-component discrete choice model
• A pairwise likelihood approach to analyzing correlated binary data
• A note on pseudolikelihood constructed from marginal densities
• Pairwise Likelihood Inference for General State Space Models
• Maximum likelihood estimation using composite likelihoods for closed exponential families
• A Computationally Efficient Quadrature Procedure for the One-Factor Multinomial Probit Model
• A Composite Likelihood Approach to Binary Spatial Data
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