scholarly journals Almost Consistent Estimation of Panel Probit Models with 'Small' Fixed Effects

2003 ◽  
Author(s):  
Francois Laisney ◽  
Michael Lechner
Keyword(s):  
Fixed Effects ◽  
Consistent Estimation ◽  
Probit Models

scholarly journals Almost Consistent Estimation of Panel Probit Models with “Small” Fixed Effects

2003 ◽  
Vol 22 (1) ◽  
pp. 1-28 ◽  
Author(s):  
François Laisney ◽  
Michael Lechner
Keyword(s):  
Fixed Effects ◽  
Consistent Estimation ◽  
Probit Models

scholarly journals Within- and Between-cluster Effects in Generalized Linear Mixed Models: A Discussion of Approaches and the Xthybrid command

2017 ◽  
Vol 17 (1) ◽  
pp. 89-115 ◽  
Author(s):  
Reinhard Schunck ◽  
Francisco Perales
Keyword(s):  
Random Effects ◽  
Mixed Models ◽  
Fixed Effects ◽  
Negative Binomial ◽  
Generalized Linear Mixed Models ◽  
Linear Mixed Models ◽  
Consistent Estimation ◽  
Random Effects Models ◽  
Fixed Effects Models ◽  
Correlated Random Effects

One typically analyzes clustered data using random- or fixed-effects models. Fixed-effects models allow consistent estimation of the effects of level-one variables, even if there is unobserved heterogeneity at level two. However, these models cannot estimate the effects of level-two variables. Hybrid and correlated random-effects models are flexible modeling specifications that separate within-and between-cluster effects and allow for both consistent estimation of level-one effects and inclusion of level-two variables. In this article, we elaborate on the separation of within- and between-cluster effects in generalized linear mixed models. These models present a unifying framework for an entire class of models whose response variables follow a distribution from the exponential family (for example, linear, logit, probit, ordered probit and logit, Poisson, and negative binomial models). We introduce the user-written command xthybrid, a shell for the meglm command. xthybrid can fit a variety of hybrid and correlated random-effects models.

scholarly journals Predicting Fixed Effects in Panel Probit Models

2019 ◽  
Author(s):  
Johannes S Kunz ◽  
Kevin E. Staub ◽  
Rainer Winkelmann
Keyword(s):  
Fixed Effects ◽  
Probit Models
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