Asymptotic properties of the maximum likelihood estimator in dichotomous logit models

From MaRDI portal
Publication:1162316

DOI10.1016/0304-4076(81)90060-9zbMath0481.62029OpenAlexW2063768475MaRDI QIDQ1162316

Alain Monfort, Christian Gouriéroux

Publication date: 1981

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

Full work available at URL: https://doi.org/10.1016/0304-4076(81)90060-9



Related Items

Zero-inflated generalized extreme value regression model for binary response data and application in health study, On the robustness of the generalized fused Lasso to prior specifications, ON THE FIRST–ORDER EFFICIENCY AND ASYMPTOTIC NORMALITY OF MAXIMUM LIKELIHOOD ESTIMATORS OBTAINED FROM DEPENDENT OBSERVATIONS, Simultaneous confidence bands in a zero-inflated regression model for binary data, Asymptotics for generalized estimating equations with large cluster sizes, Information-based optimal subdata selection for big data logistic regression, A generalization of the spatial binary model to the longitudinal spatial setup, Proportional hazards model for competing risks data with missing cause of failure, On functional logistic regression: some conceptual issues, Unnamed Item, Maximum likelihood estimation in the logistic regression model with a cure fraction, Finite-sample properties of the maximum likelihood estimator for the binary logit model with random covariates, Consistency of logistic regression coefficient estimates calculated from a training sample., Estimation in zero-inflated binomial regression with missing covariates, GENERAL TRIMMED ESTIMATION: ROBUST APPROACH TO NONLINEAR AND LIMITED DEPENDENT VARIABLE MODELS, Analysis of multinomial counts with joint zero-inflation, with an application to health economics, On probit versus logit dynamic mixed models for binary panel data, Asymptotic distribution of the weighted least squares estimator, Model selection and post estimation based on a pretest for logistic regression models, Simulation-based Inference in a Zero-inflated Bernoulli Regression Model, Regression models for group testing: identifiability and asymptotics



Cites Work