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

mixed integer programmingestimator computationmaximum scorework-trip mode choice

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 3891096 (Why is no real title available?)
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• Financial returns and efficiency as seen by an artificial technical analyst
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• MMC techniques for limited dependent variables models: implementation by the branch-and-bound algorithm
• Maximizing Submodular Set Functions: Formulations and Analysis of Algorithms
• Maximum score estimation of the stochastic utility model of choice
• 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 Significance of Solving Linear Programming Problems with Some Integer Variables
• On the computation of semiparametric estimates in limited dependent variable models
• On the maximum feasible subsystem problem, IISs and IIS-hypergraphs
• Predicting binary outcomes
• Semiparametric estimation of a work-trip mode choice model

Cited in

(14)

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

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