In this paper we examine theoretically and by simulation whether or not unobserved heterogeneity independent of the included regressors is really an issue in logit, probit and loglog models with both binary and fractional data. We found that unobserved heterogeneity: (i) produces an attenuation bias in the estimation of regression coefficients; (ii) is innocuous for logit estimation of average ...

The study analyzed farm households’ access and utilization of government health facilities in Kogi State, Nigeria. Specifically, it described the socioeconomic characteristics of farm households, determined the level of accessibility to health facilities by farm households, and determined the factors that drive farm households’ utilization of government health facilities. A two staged random sa...

This talk considers the special case of binomial data where repeated measurements are available for identical covariate patterns. Our method is based on various Bayesian approaches for estimating binary logit models. To carry out MCMC sampling with data augmentation, logit models are rewritten as random utility models (RUM) or difference RUM (dRUM). Following earlier papers (Frühwirth-Schnatter...

Caussinus’s loglinear model of quasi symmetry has interesting connections with models for within-subject effects with repeated categorical measurement. For binary responses, Tjur (1982) showed that estimates of main effect parameters in the quasi-symmetry model are also conditional maximum likelihood estimates of item parameters for a fixed effects treatment of subject terms in the Rasch item r...

Finite-sample properties of non-parametric regression for binary dependent variables are analyzed. Non parametric regression is generally considered as highly variable in small samples when the number of regressors is large. In binary choice models, however, it may be more reliable since its variance is bounded. The precision in estimating conditional means as well as marginal effects is invest...

We address function misspecification and model heterogeneity, two critical issues in empirical work. A nonparametric approach is proposed for single-index, binary-choice models when parametric models such as Probit and Logit are potentially misspecified. The new approach involves two steps: first, we estimate index coefficients using sliced inverse regression without knowing the conditional pro...

Cumulative logit and related regression models for ordered categorical data may be expressed as generalised linear models for correlated binary responses. These may be fitted using the generalised estimated equation approach of Liang and Zeger (1986) and yields nearly identical results to maximum likelihood while offering further flexibility. The approach also generalises to deal with repeated ...

Work zones are critical parts of the transportation infrastructure renewal process consisting of rehabilitation of roadways, maintenance, and utility work. Given the specific nature of a work zone (complex arrangements of traffic control devices and signs, narrow lanes, duration) a number of crashes occur with varying severities involving different vehicle sizes. In this paper we attempt to inv...