Maximum Likelihood Estimator for Choice-Based Samples

DOI10.2307/1912755MaRDI QIDQ3957838zbMATH OpenOpenAlexFDO

Authors Stephen R. Cosslett

Publication date 1981

Published in Econometrica (Search for Journal in Brave)

Full work available at URL http://www.kellogg.northwestern.edu/research/math/papers/389.pdf

zbMATH Keywords

asymptotic normalityconsistencyasymptotic efficiencymaximum likelihood estimatordiscrete-choice probability modelmaximizing pseudo-likelihood

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Applications of statistics to economics (62P20)

Cited in

(32)

• Testing conditional moment restrictions
• Large sample theory of maximum likelihood estimates in semiparametric biased sampling models.
• Asymptotic inference from multi-stage samples
• GMM redundancy results for general missing data problems
• Efficient semiparametric estimation for endogenously stratified regression via smoothed likelihood
• Goodness-of-fit tests for semiparametric biased sampling models
• Fused variable screening for massive imbalanced data
• Statistical inferences for data from studies conducted with an aggregated multivariate outcome-dependent sample design
• Estimating logistic regression models when the dependent variable has no variance
• Nonignorable Missing Data, Single Index Propensity Score and Profile Synthetic Distribution Function
• Efficient estimation of Banach parameters in semiparametric models
• Estimation in choice-based sampling with measurement error and bootstrap analysis
• Generalized method of moments (GMM) based inference with stratified samples when the aggregate shares are known
• Are statistical contributions to medicine undervalued?
• Regression analysis of biased case-control data
• Bias-Corrected Moment-Based Estimators for Parametric Models Under Endogenous Stratified Sampling
• Multivariate functional principal component analysis for endogenously stratified data
• Predicting the geographic distribution of a species from presence-only data subject to detection errors
• Semi-supervised inference for nonparametric logistic regression
• Sampling bias and class imbalance in maximum-likelihood logistic regression
• Analysis of an outcome-dependent enriched sample: hypothesis tests
• Testing for average treatment effects in choice-based samples
• Efficient estimation and stratified sampling
• Matched case-control study with reporting bias
• Semiparametric empirical likelihood estimation for two-stage outcome-dependent sampling under the frame of generalized linear models
• A powerful test for ordinal trait genetic association analysis
• Regression models for choice-based samples with misclassification in the response variable.
• Efficiency results of MLE and GMM estimation with sampling weights
• Inference for superpopulation parameters using sample surveys
• Design and inference for cancer biomarker study with an outcome and auxiliary-dependent subsampling
• Scan-stratified case-control sampling for modeling blood-brain barrier integrity in multiple sclerosis
• MOMENT-BASED INFERENCE WITH STRATIFIED DATA

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