Approximate estimation in nonlinear panel data models

DOI10.1080/03610919708813434zbMath0925.62540OpenAlexW2082456073MaRDI QIDQ4387692

Offer Lieberman, László Mátyás

Publication date: 13 May 1998

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610919708813434

zbMATH Keywords

probit modelLaplace approximationduration modelcount data modelsmall-sigma approximationSolomon-Cox method

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) General nonlinear regression (62J02)

Related Items (1)

Robust estimation of panel data regression models and applications

Uses Software

• LIMDEP

Cites Work

• Unnamed Item
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• Econometric Methods for the Duration of Unemployment
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• Approximate Inference in Generalized Linear Mixed Models
• Fully Exponential Laplace Approximations to Expectations and Variances of Nonpositive Functions
• Bias correction in generalised linear mixed models with a single component of dispersion
• Assessment of Individual and Population Bioequivalence Using the Probability That Bioavailabilities are Similar

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