An Efficient Semiparametric Estimator for Binary Response Models
From MaRDI portal
Publication:5286049
DOI10.2307/2951556zbMath0783.62100MaRDI QIDQ5286049
Publication date: 29 June 1993
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/436024981aec72e6080470fa5c3c12200bd0abcd
asymptotic normality; Monte Carlo; asymptotic efficiency; probit model; semiparametric estimation; maximum likelihood estimator; quasi-likelihood; binary choice; density estimator
62F12: Asymptotic properties of parametric estimators
62P20: Applications of statistics to economics
62H12: Estimation in multivariate analysis
Related Items
Estimation and specification testing in female labor participation models: parametric and semiparametric methods, EFFICIENT SEMIPARAMETRIC ESTIMATION OF A PARTIALLY LINEAR QUANTILE REGRESSION MODEL, A generalized‐moments specification test for the logistic link, The asymptotically efficient version of the information matrix test in binary choice models. A study of size and power, Using Conditional Logistic Regression to Fit Proportional Odds Models to Interval Censored Data, Automatic Smoothing and Estimation in Single Index Poisson Regression, Probability inequalities in multivariate distributions, An analysis of housing expenditure using semiparametric models and panel data, A simplified approach to computing efficiency bounds in semiparametric models, Estimation of the binary response model using a mixture of distributions estimator (MOD), Two-part multiple spell models for health care demand, Yield curve estimation by kernel smoothing methods, Subsampling inference in cube root asymptotics with an application to Manski's maximum score estimator., Semiparametric estimation of a work-trip mode choice model, Some efficiency bounds for semiparametric discrete choice models, The union/non-union wage differential: an application of semi-parametric methods, Rank estimators for monotonic index models, Distribution-free estimation of the random coefficient dummy endogenous variable model, On testing tumor onset times, Maximum likelihood estimation of a binary choice model with random coefficients of unknown distribution, Specification test for binary choice models based on index quantiles, Semiparametric maximum likelihood estimation of polychotomous and sequential choice models, On average derivative quantile regression, The effects of improved nutrition, sanitation, and water quality on child health in high-mortality populations, Estimating new product demand from biased survey data, An application and comparison of some flexible parametric and semi-parametric qualitative response models, Efficient estimation in conditional single-index regression, Rates of convergence for estimating regression coefficients in heteroskedastic discrete response models, Are efficient estimators in single-indexed models really efficient? A computational discussion, Testing current status data for dependent censoring, Semiparametric qualitative response model estimation with unknown heteroscedasticity or instrumental variables, Rank estimation of a location parameter in the binary choice model, A nonparametric multiple choice method within the random utility framework, Local nonlinear least squares: using parametric information in nonparametric regression, Dealing with bottled water expenditures data with zero observations: A semiparametric specification, On a semiparametric survival model with flexible covariate effect, Linear regression with interval censored data, Leapfrog estimation of a fixed-effects model with unknown transformation of the dependent variable, Inference about the ratio of scale parameters in a two-sample setting with current status data, Bootstrap critical values for tests based on the smoothed maximum score estimator, Nonparametric regression with current status data, Nonparametric two-stage estimation of conditional choice probabilities in a binary choice model under uncertainty, Generalizations of current status data with applications, Efficient estimation of binary choice models under symmetry, Penalized log-likelihood estimation for partly linear transformation models with current status data, Approximating conditional distribution functions using dimension reduction, On semiparametric \(M\)-estimation in single-index regression, SOME CONVERGENCE THEORY FOR ITERATIVE ESTIMATION PROCEDURES WITH AN APPLICATION TO SEMIPARAMETRIC ESTIMATION, Non-parametric regression for binary dependent variables, Semiparametric methods in applied econometrics: do the models fit the data?, ASYMPTOTIC DISTRIBUTIONS FOR TWO ESTIMATORS OF THE SINGLE-INDEX MODEL
