Weighted least squares estimation of the linear probability model, revisited

DOI10.1016/0165-1765(90)90046-4MaRDI QIDQ1676652zbMATH OpenOpenAlexWikidataFDO

Authors John Mullahy

Publication date 9 November 2017

Published in Economics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0165-1765(90)90046-4

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Applications of statistics to economics (62P20)

Recommendations

• Ordinary and weighted least-squares estimators
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• Weighted least squares estimates in partly linear regression models
• Improving Survey-weighted Least Squares Regression

Cites work

• A Necessary and Sufficient Condition that Ordinary Least-Squares Estimators be Best Linear Unbiased
• Estimating the Linear Probability Function
• scientific article; zbMATH DE number 3350922 (Why is no real title available?)
• scientific article; zbMATH DE number 3366405 (Why is no real title available?)
• Some Theorems in the Linear Probability Model

Cited in

(16)

• Weighted-average least squares estimation of generalized linear models
• A weighted least-squares procedure for estimating the parameters of Altham's multiplicative generalization of the binomial distribution
• Weighted least squares estimates in partly linear regression models
• On nonlinear weighted least squares estimation of Bass diffusion model
• scientific article; zbMATH DE number 6101265 (Why is no real title available?)
• An asymptotic theory for weighted least-squares with weights estimated by replication
• scientific article; zbMATH DE number 4094603 (Why is no real title available?)
• scientific article; zbMATH DE number 18868 (Why is no real title available?)
• Weighted Stochastic Restricted Estimation in Linear Measurement Error Models
• A Weighted Least-Squares Approach to Parameter Estimation Problems Based on Binary Measurements
• scientific article; zbMATH DE number 7156074 (Why is no real title available?)
• Weighted least squares approximate restricted likelihood estimation for vector autoregressive processes
• scientific article; zbMATH DE number 6775495 (Why is no real title available?)
• ANOVA with binary variables: the F-test and some alternatives
• Weighted least squares estimators in possibly misspecified nonlinear regression
• Weighted least-squares estimators of parametric functions of the regression coefficients under a general linear model

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