An Efficient Semiparametric Estimator for Binary Response Models

DOI10.2307/2951556zbMATH Open0783.62100OpenAlexW1972320266MaRDI QIDQ5286049FDOQ5286049

Authors: Roger W. Klein, Richard Spady 

Publication date: 29 June 1993

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/436024981aec72e6080470fa5c3c12200bd0abcd

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zbMATH Keywords

asymptotic normalityMonte Carloprobit modelsemiparametric estimationasymptotic efficiencyquasi-likelihoodmaximum likelihood estimatorbinary choicedensity estimator

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Applications of statistics to economics (62P20) Estimation in multivariate analysis (62H12)

Cited In (only showing first 100 items - show all)

• Semiparametric methods in applied econometrics: do the models fit the data?
• ESTIMATES OF DERIVATIVES OF (LOG) DENSITIES AND RELATED OBJECTS
• Estimation and inference procedures for semiparametric distribution models with varying linear-index
• A generalized‐moments specification test for the logistic link
• Identification of discrete choice dynamic programming models with nonparametric distribution of unobservables
• A nonparametric multiple choice method within the random utility framework
• ASYMPTOTICALLY EFFICIENT ESTIMATION OF WEIGHTED AVERAGE DERIVATIVES WITH AN INTERVAL CENSORED VARIABLE
• Nonparametric Maximum Likelihood Methods for Binary Response Models With Random Coefficients
• Constructive identification in some nonseparable discrete choice models
• The precision of subjective data and the explanatory power of economic models
• Root-\(n\) consistency of intercept estimators in a binary response model under tail restrictions
• Nonparametric regression with current status data
• Adaptive Bayesian nonparametric regression using a kernel mixture of polynomials with application to partial linear models
• ESTIMATING PANEL DATA DURATION MODELS WITH CENSORED DATA
• Estimating a class of triangular simultaneous equations models without exclusion restrictions
• Estimating coefficients of single-index regression models by minimizing variation
• Semi-parametric single-index two-part regression models
• Current status linear regression
• Semi-parametric estimation of multinomial choice model with unobserved heterogeneity
• Dealing with bottled water expenditures data with zero observations: A semiparametric specification
• Inference on an extended Roy model, with an application to schooling decisions in France
• Some developments in the theory of shape constrained inference
• Simple Estimators for Invertible Index Models
• Endogenous regressor binary choice models without instruments, with an application to migration
• Generalized expectile regression with flexible response function
• Partial identification in binary response models with nonignorable nonresponses
• Construction of credible intervals for nonlinear regression models with unknown error distributions
• Identification and estimation of a triangular model with multiple endogenous variables and insufficiently many instrumental variables
• Maximum approximate likelihood estimation in accelerated failure time model for interval‐censored data
• A Novel Estimation Method in Generalized Single Index Models
• Policy Optimization Using Semiparametric Models for Dynamic Pricing
• Breaking the curse of dimensionality in conditional moment inequalities for discrete choice models
• Semiparametric estimation of the random utility model with rank-ordered choice data
• An IV estimator for a functional coefficient model with endogenous discrete treatments
• A single-index model procedure for interpolation intervals in time series
• Optimal linear discriminators for the discrete choice model in growing dimensions
• Semiparametric Regression Models with Applications to Scoring: A Review
• Inference in semiparametric binary response models with interval data
• Are efficient estimators in single-indexed models really efficient? A computational discussion
• Partial identification by extending subdistributions
• The maximum separation subspace in sufficient dimension reduction with categorical response
• Semiparametric estimation of the link function in binary-choice single-index models
• Flexible semi-parametric regression of state occupational probabilities in a multistate model with right-censored data
• Single-index modelling of conditional probabilities in two-way contingency tables
• Semiparametric estimators for limited dependent variable (LDV) models with endogenous regressors
• Sample selection models without exclusion restrictions: parameter heterogeneity and partial identification
• Single-Index Quantile Regression Models for Censored Data
• Approximations of choice probabilities in mixed logit models
• Integrating information from existing risk prediction models with no model details
• On testing tumor onset times
• Two-part multiple spell models for health care demand
• A family of empirical likelihood functions and estimators for the binary response model
• An analysis of housing expenditure using semiparametric models and panel data
• A Semiparametric Binary Regression Model Involving Monotonicity Constraints
• Locally Robust Semiparametric Estimation
• Semiparametric estimation of dynamic discrete choice models
• Estimating new product demand from biased survey data
• Behaviour of the monotone single index model under repeated measurements
• Semiparametric Analysis of Two‐Level Bivariate Binary Data
• A new minimum contrast approach for inference in single-index models
• Local consistency of the iterative least-squares estimator for the semiparametric binary choice model
• The finite sample performance of semi- and non-parametric estimators for treatment effects and policy evaluation
• On the performance of the semiparametric binary response model when the true model is parametric logistic
• Computing semiparametric efficiency bounds in discrete choice models with strategic-interactions and rational expectations
• Estimation in monotone single‐index models
• Two-Step Estimation of Incomplete Information Social Interaction Models With Sample Selection
• Nonparametric estimation of dynamic discrete choice models for time series data
• Generalizations of current status data with applications
• The effects of improved nutrition, sanitation, and water quality on child health in high-mortality populations
• Pool adjacent violators algorithm–assisted learning with application on estimating optimal individualized treatment regimes
• General rank-based estimation for regression single index models
• A data-driven bandwidth selection method for the smoothed maximum score estimator
• Efficient estimation of binary choice models under symmetry
• M-Estimators of U-Processes With a Change-Point Due to a Covariate Threshold
• A semiparametric efficiency bound of a disequilibrium model without observed regime
• Semiparametric estimation of a nonstationary panel data transformation model under symmetry
• Convergence guarantee for the sparse monotone single index model
• Endogeneity in semiparametric panel binary choice model
• Single-index regression for pooled biomarker data
• Integrative analysis with a system of semiparametric projection non-linear regression models
• The asymptotically efficient version of the information matrix test in binary choice models. A study of size and power
• On extending Powell, Stock, and Stoker (1989) to indexes with functionally dependent covariates
• Conditional likelihood based inference on single-index models for motor insurance claim severity
• Empirical likelihood inference for monotone index model
• Variations of the Greenberg unrelated question binary model
• Estimation of treatment effects under endogenous heteroskedasticity
• Semiparametric estimation of separable models with possibly limited dependent variables
• Consistency and asymptotic normality of sieve ML estimators under low-level conditions
• Identification and estimation in a correlated random coefficients binary response model
• Inference about the ratio of scale parameters in a two-sample setting with current status data
• Semiparametric quasi maximum likelihood estimation of the fractional response model
• Using a monotonic density ratio model to increase the power of the goodness-of-fit test for logistic regression models with case-control data
• Binary response correlated random coefficient panel data models
• A simple data-driven estimator for the semiparametric sample selection model
• Linear regression with interval censored data
• New links for binary regression: an application to coca cultivation in Peru
• Binary choice models with discrete regressors: identification and misspecification
• Sample selection models with monotone control functions
• Intercept estimation in nonlinear selection models
• Testing for heteroskedasticity in the Tobit and probit models

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