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)

• Binary response models with \(M\)-phase case-control data
• Rank estimation of a location parameter in the binary choice model
• Efficient semiparametric estimation of duration models with unobserved heterogeneity
• EFFICIENT SEMIPARAMETRIC ESTIMATION OF A PARTIALLY LINEAR QUANTILE REGRESSION MODEL
• On average derivative quantile regression
• Estimation and specification testing in female labor participation models: parametric and semiparametric methods
• Smoothed quantile regression processes for binary response models
• Non-parametric regression for binary dependent variables
• Estimating panel data models in the presence of endogeneity and selection
• On efficient estimation of the ordered response model
• Subsampling inference in cube root asymptotics with an application to Manski's maximum score estimator.
• Rank estimators for monotonic index models
• Single-index copulas
• A simple ordered data estimator for inverse density weighted expectations
• Identification and information in monotone binary models
• A new algorithm to estimate monotone nonparametric link functions and a comparison with parametric approach
• A penalized likelihood estimation approach to semiparametric sample selection binary response modeling
• Maximal uniform convergence rates in parametric estimation problems
• A simplified approach to computing efficiency bounds in semiparametric models
• Estimation of the binary response model using a mixture of distributions estimator (MOD)
• Identification and estimation of games with incomplete information using excluded regressors
• Distribution free estimation of heteroskedastic binary response models using probit/logit criterion functions
• Estimating a generalized correlation coefficient for a generalized bivariate probit model
• Estimation of marginal effects in semiparametric selection models with binary outcomes
• INTEGRATED SCORE ESTIMATION
• Characterization of the asymptotic distribution of semiparametric M-estimators
• Estimating features of a distribution from binomial data
• Semiparametric models with single-index nuisance parameters
• Some efficiency bounds for semiparametric discrete choice models
• Semiparametric analysis of binary response from response-based samples
• Semiparametric maximum likelihood estimation of polychotomous and sequential choice models
• Semiparametric inference with kernel likelihood
• Rates of convergence for estimating regression coefficients in heteroskedastic discrete response models
• On semiparametric \(M\)-estimation in single-index regression
• Parametric links for binary choice models: a Fisherian-Bayesian colloquy
• SOME CONVERGENCE THEORY FOR ITERATIVE ESTIMATION PROCEDURES WITH AN APPLICATION TO SEMIPARAMETRIC ESTIMATION
• Bivariate non-normality in the sample selection model
• Single index regression models in the presence of censoring depending on the covariates
• Semiparametric qualitative response model estimation with unknown heteroscedasticity or instrumental variables
• Local nonlinear least squares: using parametric information in nonparametric regression
• A simple root-\(N\)-consistent semiparametric estimator for discrete duration models
• Simple estimators for nonparametric panel data models with sample attrition
• Leapfrog estimation of a fixed-effects model with unknown transformation of the dependent variable
• Semiparametric estimation of a work-trip mode choice model
• ASYMPTOTIC DISTRIBUTIONS FOR TWO ESTIMATORS OF THE SINGLE-INDEX MODEL
• Probability inequalities in multivariate distributions
• An application and comparison of some flexible parametric and semi-parametric qualitative response models
• A NONPARAMETRIC HELLINGER METRIC TEST FOR CONDITIONAL INDEPENDENCE
• The union/non-union wage differential: an application of semi-parametric methods
• Bootstrap critical values for tests based on the smoothed maximum score estimator
• Semi‐parametric Estimation in a Single‐index Model with Endogenous Variables
• Re-evaluating the effectiveness of inflation targeting
• Semi-parametric discrete choice measures of willingness to pay
• Efficient estimation in conditional single-index regression
• On a semiparametric survival model with flexible covariate effect
• Nonparametric two-stage estimation of conditional choice probabilities in a binary choice model under uncertainty
• A single-index quantile regression model and its estimation
• Unified approach to testing functional hypotheses in semiparametric contexts
• Semiparametric estimation of binary response models with endogenous regressors
• Estimation of possibly misspecified semiparametric conditional moment restriction models with different conditioning variables
• Semiparametric estimation of a simultaneous game with incomplete information
• Nonparametric and semiparametric optimal transformations of markers
• Oracally efficient estimation for single-index link function with simultaneous confidence band
• Testing Conditional Independence Restrictions
• Maximum likelihood estimation of a binary choice model with random coefficients of unknown distribution
• Estimating simultaneous games with incomplete information under median restrictions
• Specification test for binary choice models based on index quantiles
• Testing single-index restrictions with a focus on average derivatives
• A Smoothed Maximum Score Estimator for the Binary Response Model
• Semiparametric efficiency bounds and efficient estimation of discrete duration models with unspecified hazard rate
• Approximating conditional distribution functions using dimension reduction
• Distribution-free estimation of the random coefficient dummy endogenous variable model
• Generalized additive models with flexible response functions
• Maximum weighted likelihood for discrete choice models with a dependently censored covariate
• Bias corrections in testing and estimating semiparametric, single index models
• Uniform convergence of weighted sums of non and semiparametric residuals for estimation and testing
• Penalized log-likelihood estimation for partly linear transformation models with current status data
• Yield curve estimation by kernel smoothing methods
• Using Conditional Logistic Regression to Fit Proportional Odds Models to Interval Censored Data
• Nonparametric estimation of the link function including variable selection
• Automatic Smoothing and Estimation in Single Index Poisson Regression
• Pairwise-difference estimation of incomplete information games
• Nonparametric regression with current status data
• ESTIMATING PANEL DATA DURATION MODELS WITH CENSORED DATA
• Estimating a class of triangular simultaneous equations models without exclusion restrictions
• Semi-parametric single-index two-part regression models
• Current status linear regression
• Dealing with bottled water expenditures data with zero observations: A semiparametric specification
• Some developments in the theory of shape constrained inference
• Endogenous regressor binary choice models without instruments, with an application to migration
• Identification and estimation of a triangular model with multiple endogenous variables and insufficiently many instrumental variables
• A single-index model procedure for interpolation intervals in time series
• Are efficient estimators in single-indexed models really efficient? A computational discussion
• 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
• Approximations of choice probabilities in mixed logit models
• On testing tumor onset times
• A family of empirical likelihood functions and estimators for the binary response model
• An analysis of housing expenditure using semiparametric models and panel data

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