Exact computation of max weighted score estimators

DOI10.1016/J.JECONOM.2008.05.018MaRDI QIDQ295700zbMATH OpenOpenAlexFDO

Authors Kostas Florios, Spyros Skouras

Publication date 13 June 2016

Published in Journal of Econometrics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jeconom.2008.05.018

zbMATH Keywords

estimator computationmaximum scoremixed integer programmingwork-trip mode choice

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Applications of mathematical programming (90C90)

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Cites work

• A Stopping Rule for the Computation of Generalized Method of Moments Estimators
• A two-phase exact algorithm for MAX-SAT and weighted MAX-SAT problems
• An algorithm for computing estimators that optimize step functions
• An application and comparison of some flexible parametric and semi-parametric qualitative response models
• Financial returns and efficiency as seen by an artificial technical analyst
• scientific article; zbMATH DE number 3891096 (Why is no real title available?)
• scientific article; zbMATH DE number 2104352 (Why is no real title available?)
• Local nonlinear least squares: using parametric information in nonparametric regression
• Maximizing Submodular Set Functions: Formulations and Analysis of Algorithms
• Maximum score estimation of the stochastic utility model of choice
• MMC techniques for limited dependent variables models: implementation by the branch-and-bound algorithm
• Monte Carlo tests with nuisance parameters: a general approach to finite-sample inference and nonstandard asymptotics
• On the Bootstrap of the Maximum Score Estimator
• On the computation of semiparametric estimates in limited dependent variable models
• On the maximum feasible subsystem problem, IISs and IIS-hypergraphs
• On the Significance of Solving Linear Programming Problems with Some Integer Variables
• Predicting binary outcomes
• Semiparametric estimation of a work-trip mode choice model

Cited in

(17)

• A consistent bootstrap procedure for the maximum score estimator
• Best subset binary prediction
• Bayesian Lasso binary quantile regression
• Exact computation of censored least absolute deviations estimator
• Max-Plus Algebraic Statistical Leverage Scores
• Binary quantile regression with local polynomial smoothing
• Bayesian binary quantile regression for the analysis of bachelor-to-master transition
• Smoothed quantile regression processes for binary response models
• INTEGRATED SCORE ESTIMATION
• Binary quantile regression and variable selection: a new approach
• Computing revealed preference goodness-of-fit measures with integer programming
• Fair Policy Targeting
• Distributed estimation and inference for semiparametric binary response models
• Linear biomarker combination for constrained classification
• Finite sample inference for the maximum score estimand
• Policy targeting under network interference
• Binary choice under asymmetric loss in a data-rich environment: theory and an application to algorithmic fairness

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