A mixed approach for the estimation of probit models with correlated responses: some finite sample results

DOI10.1080/00949659808811901zbMath1060.62692OpenAlexW2089099621MaRDI QIDQ4253295

Martin Spiess

Publication date: 1998

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949659808811901

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Point estimation (62F10)

Cites Work

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• Longitudinal data analysis using generalized linear models
• The statistical bias of numerically integrated statistical procedures
• Correlated Binary Regression with Covariates Specific to Each Binary Observation
• Pseudo Maximum Likelihood Methods: Theory
• A Computationally Efficient Quadrature Procedure for the One-Factor Multinomial Probit Model
• Efficiency of Regression Estimates for Clustered Data
• On the Properties of GEE Estimators in the Presence of Invariant Covariates
• Small sample validity of latent variable models for correlated binary data

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