Maximum likelihood estimation of limited and discrete dependent variable models with nested random effects

Journal of Econometrics

Volumn 128, Issue 2, 2005, Pages 301-323

  Rabe Hesketh, Sophia ^a   Skrondal, Anders ^b   Pickles, Andrew ^c  

^a UNIVERSITY OF CALIFORNIA   (United States)

^b NORWEGIAN INSTITUTE OF PUBLIC HEALTH   (Norway)

^c UNIVERSITY OF MANCHESTER   (United Kingdom)

Author keywords

Adaptive quadrature; GLLAMM; Hierarchical models; Multilevel models; Numerical integration; Random coefficients; Random effects; Spherical quadrature rules

Indexed keywords

COMPUTER SIMULATION; CORRELATION METHODS; DATA PROCESSING; HIERARCHICAL SYSTEMS; INTEGRATION; MATHEMATICAL MODELS; RANDOM PROCESSES;

ADAPTIVE QUADRATURE; GLAMM; HIERARCHICAL MODELS; MULTILEVEL MODELS; NUMERICAL INTEGRATION; RANDOM COEFFICIENTS; RANDOM EFFECTS; SPHERICAL QUADRATURE RULES;

MAXIMUM LIKELIHOOD ESTIMATION;

EID: 24144482731     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jeconom.2004.08.017     Document Type: Article

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