For a binary response, consider the random effects model logit[P(Y it = 1|u i )] =
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For a binary response, consider the random effects model
logit[P(Yit = 1|ui)] = α + βt + ui, t = 1,..., T,
where {ui} are independent N(0, σ2), and the marginal model
logit[P(Yt = 1)] = α + βt*, t = 1,..., T.
For identifiability, βT = βT* = 0. Explain why all βt = 0 implies that all βt* = 0. Is the converse true?
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