Finite-sample properties of the maximum likelihood estimator for the binary logit model with random covariates
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Cites work
- scientific article; zbMATH DE number 4022397 (Why is no real title available?)
- scientific article; zbMATH DE number 469130 (Why is no real title available?)
- scientific article; zbMATH DE number 5196611 (Why is no real title available?)
- scientific article; zbMATH DE number 3263751 (Why is no real title available?)
- A necessary and sufficient condition for second order admissibility with applications to Berkson's bioassay problem
- A note on GMM estimation of probit models with endogenous regressors
- Approximate bias correction in econometrics
- Asymptotic properties of the maximum likelihood estimator in dichotomous logit models
- Comments on a paper by T. Amemiya on estimation in a dichotomous logit regression model
- Corrections to: The \(N^{-2}\)-order mean squared errors of the maximum likelihood and the minimum logit chi-squared estimator
- Corrigendum to: ``The second-order bias and mean squared error of nonlinear estimators
- Distance Functions and Regular Best Asymptotically Normal Estimates
- Finite Sample Econometrics
- Is the minimum chi-square estimator the winner in logit regression
- Maximum Likelihood and Minimum | chi 2 Estimates of the Logistic Function
- Minimum \(\phi\)-divergence estimator in logistic regression models
- Preliminary phi-divergence test estimators for linear restrictions in a logistic regression model
- The \(n^{-2}\)-order mean squared errors of the maximum likelihood and the minimum logit chi-square estimator
- The second-order bias and mean squared error of nonlinear estimators
Cited in
(5)- Calibration with low bias
- scientific article; zbMATH DE number 5704374 (Why is no real title available?)
- Alternating logistic regressions with improved finite sample properties
- Finite-sample properties of the maximum likelihood estimator for the Poisson regression model with random covariates
- The effects of sampling strategies on the small sample properties of the logit estimator
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