On a random coefficient probit model

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4 Scopus citations

Abstract

Consider a panel-data and state-dependent binary model. The coefficient associated with the past status is assumed to be a normally distributed random variable. The estimation of unknown parameters is investigated for both fixed and random initials. Simulation results for the random initial conditions and empirical results for the U.S. steel industry panel data are presented.

Original languageEnglish
Pages (from-to)2493-2505
Number of pages13
JournalCommunications in Statistics - Theory and Methods
Volume29
Issue number11
StatePublished - 2000

Keywords

  • Probit model
  • Random coefficient

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