Asymptotic properties of compound order logit model with diverging number of covariates

DOI10.3969/J.ISSN.1008-5513.2017.06.004MaRDI QIDQ3176092zbMATH OpenFDO

Authors Yongrui Liu, Han Sun, Chang-Ming Yin

Publication date 18 July 2018

Full work available at URL https://doi.org/10.3969/J.ISSN.1008-5513.2017.06.004

zbMATH Keywords

asymptotic normalitycategorical dataconsistencyhigh-dimensional covariates

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Generalized linear models (logistic models) (62J12)

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• Asymptotic properties of maximum likelihood estimator for two-step logit models
• Asymptotic properties of estimation of penalized generalized estimating equations for two-stage Logit models

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