Finite-sample properties of the maximum likelihood estimator for the binary logit model with random covariates
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Publication:452302
DOI10.1007/s00362-010-0348-zzbMath1440.62085OpenAlexW2074969612MaRDI QIDQ452302
Publication date: 20 September 2012
Published in: Statistical Papers (Search for Journal in Brave)
Full work available at URL: http://www.uvic.ca/socialsciences/economics/assets/docs/econometrics/ewp0906.pdf
Applications of statistics to economics (62P20) Point estimation (62F10) Generalized linear models (logistic models) (62J12)
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Cites Work
- Corrigendum to: ``The second-order bias and mean squared error of nonlinear estimators
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