Estimation of best predictors of binary response

DOI10.1016/0304-4076(89)90032-8zbMath0684.62050OpenAlexW1980565088MaRDI QIDQ1825570

T. Scott Thompson, Charles F. Manski

Publication date: 1989

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

Full work available at URL: https://doi.org/10.1016/0304-4076(89)90032-8

zbMATH Keywords

loss functionsconsistentanalog estimation of predictors of binary responseisotonic response modelsemiparametric restrictionssingle-crossing model

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Linear inference, regression (62J99) Parametric inference (62F99) Nonparametric inference (62G99)

Related Items (9)

Bagging binary and quantile predictors for time series ⋮ Best subset binary prediction ⋮ Predicting binary outcomes ⋮ Note on optimal predictors of binary response ⋮ Analysis of an outcome-dependent enriched sample: hypothesis tests ⋮ Fair Policy Targeting ⋮ Binary choice models with discrete regressors: identification and misspecification ⋮ On the Robustness of Weighted Methods for Fitting Models to Case–Control Edata ⋮ Social interactions under incomplete information with heterogeneous expectations

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• Distribution-Free Maximum Likelihood Estimator of the Binary Choice Model
• A Closer Look at the Deviance
• Regression Quantiles
• Regression and ANOVA with Zero-One Data: Measures of Residual Variation

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