Indirect estimation of (latent) linear models with ordinal regressors. A Monte Carlo study and some empirical illustrations
From MaRDI portal
Publication:1849311
DOI10.1007/s00362-002-0111-1zbMath1003.62059OpenAlexW1999321915MaRDI QIDQ1849311
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
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
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