Random Coefficient Panel Data Models This paper provides a review of linear panel data models with slope heterogeneity, introduces various types of random coefficients models and suggest a common framework for dealing with them. It considers the fundamental issues of statistical inference of a random coefficients formulation using both the sampling and Bayesian approaches. The paper also provid...

In this note we look at sufficient conditions for stationarity of a simple random coefficient model and find that this model is guaranteed to be stationary under strict conditions. JEL codes: C22

Probabilistic approach of traffic assignment has been primarily developed to provide a more realistic and flexible theoretical framework to represent traveler’s route choice behavior in a transportation network. The problem of path overlapping in network modelling has been one of the main issues to be tackled. Due to its flexible covariance structure, probit model can adequately address the pro...

Multilevel models are becoming increasingly used in applied educational social and economic research for the analysis of hierarchically nested data. In these random coefficient regression models the parameters are allowed to differ over the groups in which the observations are nested. For computational ease in deriving parameter estimates, predictors are often centered around the mean. In neste...