scientific article; zbMATH DE number 1736460

MaRDI QIDQ4329623zbMATH OpenFDO

Authors Eugene Demidenko

Publication date 30 June 2002

zbMATH Keywords

binary databinary modelcut-off-errormaximum likelihood estimationprobit model

Mathematics Subject Classification ID

Point estimation (62F10) Estimation in multivariate analysis (62H12)

Recommendations

• Computational issues in the sequential probit model: a Monte Carlo study
• Convexity of probit weights
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• The Estimation of Multinomial Probit Models: A New Calibration Algorithm

Cited in

(9)

• Computational issues in the sequential probit model: a Monte Carlo study
• Convexity of probit weights
• Strictly log-concave probability distributions in discrete response models
• The existence of maximum likelihood estimate in high-dimensional binary response generalized linear models
• Quantification of model risk that is caused by model misspecification
• On the relationship between multicollinearity and separation in logistic regression
• The nonparametric Box-Cox model for high-dimensional regression analysis
• Exact convergence analysis for metropolis–hastings independence samplers in Wasserstein distances
• Spectral gap bounds for reversible hybrid Gibbs chains

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