A numerically stable quadrature procedure for the one-factor random component discrete choice model.

The Gaussian quadrature formula had been popularized by Butler and Moffitt (1982 Econometrika 50, 761–764) for the estimation of the error component probit panel model. Borjas and Sueyoshi (1994, Journal of Econometrics 64, 164–182) pointed out some numerical and statistical difficulties of applyin...

Descripción completa

Detalles Bibliográficos
Publicado en:Journal of Econometrics Vol. 95; no. 1; pp. 117 - 130
Autor principal: Lee, Lung-fei
Formato: Artículo
Publicado: Elsevier Science March 2000
Materias:
Acceso en línea:Ver este registro en EBSCOhost
fields @attributes:
  recordID: 1
pdfLink:
plink: https://search.ebscohost.com/login.aspx?direct=true&db=ssf&AN=512945126&site=ehost-live
header:
  @attributes:
    shortDbName: ssf
    uiTerm: 512945126
    longDbName: Social Sciences Full Text (H.W. Wilson)
    uiTag: AN
  controlInfo:
    bkinfo:
    jinfo:
      jid:
        03044076
        ECM
      jtl: Journal of Econometrics
      issn: 03044076
      maglogo: N
    pubinfo:
      dt: March 2000
      vid: 95
      iid: 1
      pid: 1004
      pub: Elsevier Science
    artinfo:
      ui:
        512945126
        10.1016/S0304-4076(99)00032-9
      ppf: 117
      ppct: 13
      formats:
      tig:
        atl: A numerically stable quadrature procedure for the one-factor random component discrete choice model.
      aug:
        au: Lee, Lung-fei
      su:
        Gaussian processes
        Random variables
        Monte Carlo method
        Approximation theory
        Error analysis in mathematics
      sug:
        subj:
          Gaussian processes
          Random variables
          Monte Carlo method
          Approximation theory
          Error analysis in mathematics
      ab: The Gaussian quadrature formula had been popularized by Butler and Moffitt (1982 Econometrika 50, 761–764) for the estimation of the error component probit panel model. Borjas and Sueyoshi (1994, Journal of Econometrics 64, 164–182) pointed out some numerical and statistical difficulties of applying it to models with group effects. With a moderate or large number of individuals in a group, the likelihood function of the model evaluated by the Gaussian quadrature formula can be numerically unstable, and at worst, impossible to evaluate. Statistical inference may also be inaccurate. We point out that some of these difficulties can be overcome with a carefully designed algorithm and the proper selection of the number of quadrature points. However, with a very large number of individuals in a group, the Gaussian quadrature formulation of integral may have large numerical approximation errors. Reprinted by permission of the publisher.
      pubtype: Academic Journal
      doctype: Article
      src: R
    language: English
    refInfo:
    copyright:
      @attributes:
        flag: N
    holdings:
      @attributes:
        islocal: N