A Smoothed Maximum Score Estimator for the Binary Response Model
From MaRDI portal
Publication:4008529
DOI10.2307/2951582zbMath0761.62166OpenAlexW2022050125MaRDI QIDQ4008529
Publication date: 27 September 1992
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/2951582
rate of convergencesmoothingasymptotic normalitykernel estimationsemiparametric estimationbinary responsemodified maximum score estimator
Applications of statistics to economics (62P20) Density estimation (62G07) Asymptotic distribution theory in statistics (62E20)
Related Items (only showing first 100 items - show all)
WEIGHTED AND TWO-STAGE LEAST SQUARES ESTIMATION OF SEMIPARAMETRIC TRUNCATED REGRESSION MODELS ⋮ Smoothed empirical likelihood analysis of partially linear quantile regression models with missing response variables ⋮ Identification and information in monotone binary models ⋮ Smoothed quantile regression for panel data ⋮ Informational content of special regressors in heteroskedastic binary response models ⋮ A rank-based approach to estimating monotone individualized two treatment regimes ⋮ A smoothed least squares estimator for threshold regression models ⋮ Endogenous selection or treatment model estimation ⋮ Discrete time duration models with group-level heterogeneity ⋮ Estimating a generalized correlation coefficient for a generalized bivariate probit model ⋮ Weak identification robust tests in an instrumental quantile model ⋮ Semiparametric estimation of a binary response model with a change-point due to a covariate threshold ⋮ ESTIMATION OF NONLINEAR ERROR CORRECTION MODELS ⋮ On robust learning in the canonical change point problem under heavy tailed errors in finite and growing dimensions ⋮ Semiparametric maximum likelihood estimation of polychotomous and sequential choice models ⋮ An integrated maximum score estimator for a generalized censored quantile regression model ⋮ Bivariate non-normality in the sample selection model ⋮ Varying coefficient panel data model in the presence of endogenous selectivity and fixed effects ⋮ A consistent bootstrap procedure for the maximum score estimator ⋮ Panel data analysis -- advantages and challenges (with comments and rejoinder) ⋮ Smoothed maximum score change-point estimation in binary response model ⋮ Nonparametric estimation of dynamic discrete choice models for time series data ⋮ CONSISTENCY AND ASYMPTOTIC NORMALITY OF SIEVE ML ESTIMATORS UNDER LOW-LEVEL CONDITIONS ⋮ Best subset binary prediction ⋮ ON A FAMILY OF CONTRASTS FOR PARAMETRIC INFERENCE IN DEGENERATE ARCH MODELS ⋮ Unnamed Item ⋮ A multivariate discrete choice method based on inequality restrictions ⋮ Predicting binary outcomes ⋮ \(\sqrt{n}\)-prediction of generalized heteroscedastic transformation regression models ⋮ Kalman filtering with truncated normal state variables for Bayesian estimation of macroeconomic models ⋮ Non- and semi-parametric estimation in models with unknown smoothness ⋮ Semi-parametric discrete choice measures of willingness to pay ⋮ Relaxing conditional independence in an endogenous binary response model ⋮ Maximum score estimation of a nonstationary binary choice model ⋮ Estimation for Dynamic and Static Panel Probit Models with Large Individual Effects ⋮ Model selection in binary and Tobit quantile regression using the Gibbs sampler ⋮ Rates of convergence for estimating regression coefficients in heteroskedastic discrete response models ⋮ Semiparametric identification and estimation of discrete choice models for bundles ⋮ Estimation of a nonlinear panel data model with semiparametric individual effects ⋮ Identification and \(\sqrt N\)-consistent estimation of a nonlinear panel data model with correlated unobserved effects ⋮ Estimation of a heteroscedastic binary choice model with an endogenous dummy regressor ⋮ SMOOTHED ESTIMATING EQUATIONS FOR INSTRUMENTAL VARIABLES QUANTILE REGRESSION ⋮ Binary choice models with discrete regressors: identification and misspecification ⋮ Sieve \(M\) inference on irregular parameters ⋮ Rank estimation of a generalized fixed-effects regression model ⋮ Efficient estimation of binary choice models under symmetry ⋮ Isotonic regression meets Lasso ⋮ Classical Laplace estimation for \(\root3\of n\)-consistent estimators: improved convergence rates and rate-adaptive inference ⋮ Binary quantile regression with local polynomial smoothing ⋮ Identification of complete information games ⋮ A discrete density approach to Bayesian quantile and expectile regression with discrete responses ⋮ Gibbs posterior for variable selection in high-dimensional classification and data mining ⋮ A comparison of semiparametric estimators for the ordered response model ⋮ Generalized indirect inference for discrete choice models ⋮ Pairwise-difference estimation of incomplete information games ⋮ Regression towards the mode ⋮ Distribution free estimation of heteroskedastic binary response models using probit/logit criterion functions ⋮ Semiparametric estimation of a class of generalized linear models without smoothing ⋮ An alternative root-\(n\) consistent estimator for panel data binary choice models ⋮ Semiparametric and nonparametric estimation of sample selection models under symmetry ⋮ Nonparametric/semiparametric estimation and testing of econometric models with data dependent smoothing parameters ⋮ Breaking the curse of dimensionality in conditional moment inequalities for discrete choice models ⋮ Constructive identification in some nonseparable discrete choice models ⋮ Semiparametric estimation of the random utility model with rank-ordered choice data ⋮ Uncertainty and measurement error in welfare models for risk changes ⋮ A note on some algorithms for the Gibbs posterior ⋮ Semiparametric estimation of the link function in binary-choice single-index models ⋮ A data-driven bandwidth selection method for the smoothed maximum score estimator ⋮ Endogeneity in high dimensions ⋮ Semiparametric estimation of panel data models without monotonicity or separability ⋮ Testing multiple inequality hypotheses: a smoothed indicator approach ⋮ SEMIPARAMETRIC ESTIMATION OF PARTIALLY LINEAR TRANSFORMATION MODELS UNDER CONDITIONAL QUANTILE RESTRICTION ⋮ Binary response correlated random coefficient panel data models ⋮ Root-\(N\)-consistent estimation of fixed-effect panel data transformation models with censoring ⋮ A family of empirical likelihood functions and estimators for the binary response model ⋮ Inferring welfare maximizing treatment assignment under budget constraints ⋮ Semiparametric estimation of dynamic discrete choice models ⋮ GEL METHODS FOR NONSMOOTH MOMENT INDICATORS ⋮ Semiparametric estimation of a work-trip mode choice model ⋮ Nonparametric identification and estimation of polychotomous choice models ⋮ On the computation of semiparametric estimates in limited dependent variable models ⋮ Optimal Composite Markers for Time-Dependent Receiver Operating Characteristic Curves with Censored Survival Data ⋮ Optimal linear discriminators for the discrete choice model in growing dimensions ⋮ Quantile regression approach to conditional mode estimation ⋮ Predicting Panel Data Binary Choice with the Gibbs Posterior ⋮ Semiparametric qualitative response model estimation with unknown heteroscedasticity or instrumental variables ⋮ Placebo inference on treatment effects when the number of clusters is small ⋮ Distribution-free estimation of the random coefficient dummy endogenous variable model ⋮ Rank estimation of a location parameter in the binary choice model ⋮ A nonparametric multiple choice method within the random utility framework ⋮ Nonregular and minimax estimation of individualized thresholds in high dimension with binary responses ⋮ Local nonlinear least squares: using parametric information in nonparametric regression ⋮ Maximum score estimation of disequilibrium models and the role of anticipatory price-setting ⋮ Multiplicative-error models with sample selection ⋮ Inference in semiparametric binary response models with interval data ⋮ Generalized accelerated failure time model with censored data from case-cohort studies ⋮ Bootstrap critical values for tests based on the smoothed maximum score estimator ⋮ Extremum estimation and numerical derivatives ⋮ Identification and estimation in a correlated random coefficients binary response model ⋮ Consistency of the estimator of binary response models based on AUC maximization
This page was built for publication: A Smoothed Maximum Score Estimator for the Binary Response Model