Indirect estimation of (latent) linear models with ordinal regressors. A Monte Carlo study and some empirical illustrations

DOI10.1007/s00362-002-0111-1zbMath1003.62059OpenAlexW1999321915MaRDI QIDQ1849311

Martin Kukuk

Publication date: 1 December 2002

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00362-002-0111-1

zbMATH Keywords

latent variablesindirect estimationmicroeconometricsexogeneous variables with ordinal scale

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Linear regression; mixed models (62J05) Monte Carlo methods (65C05)

Related Items (2)

Latent single-index models for ordinal data ⋮ Latent variable models with ordinal categorical covariates

Uses Software

• LISREL

Cites Work

• Unnamed Item
• Unnamed Item
• Consistent estimation of limited dependent variable models despite misspecification of distribution
• Errors in variables in the multinomial response model
• Generalised residuals
• Maximum likelihood estimation of the polychoric correlation coefficient
• Distributional aspects in latent variable models
• Estimation of polychoric correlation with elliptical latent variables
• Consistent Estimation of Scaled Coefficients
• Finite Sample Efficiency of Ordinary Least Squares in the Linear Regression Model with Autocorrelated Errors
• Efficient Estimation of Ordered Probit Models

This page was built for publication: Indirect estimation of (latent) linear models with ordinal regressors. A Monte Carlo study and some empirical illustrations