An Efficient Semiparametric Estimator for Binary Response Models
From MaRDI portal
Publication:5286049
DOI10.2307/2951556zbMath0783.62100OpenAlexW1972320266MaRDI 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 normalityMonte Carloasymptotic efficiencyprobit modelsemiparametric estimationmaximum likelihood estimatorquasi-likelihoodbinary choicedensity estimator
Asymptotic properties of parametric estimators (62F12) Applications of statistics to economics (62P20) Estimation in multivariate analysis (62H12)
Related Items
EFFICIENT SEMIPARAMETRIC ESTIMATION OF DURATION MODELS WITH UNOBSERVED HETEROGENEITY ⋮ Parametric links for binary choice models: a Fisherian-Bayesian colloquy ⋮ Semiparametric estimation of binary response models with endogenous regressors ⋮ Estimating a class of triangular simultaneous equations models without exclusion restrictions ⋮ The asymptotically efficient version of the information matrix test in binary choice models. A study of size and power ⋮ Automatic Smoothing and Estimation in Single Index Poisson Regression ⋮ Semi-parametric estimation of multinomial choice model with unobserved heterogeneity ⋮ A SINGLE-INDEX QUANTILE REGRESSION MODEL AND ITS ESTIMATION ⋮ ROOT-N CONSISTENCY OF INTERCEPT ESTIMATORS IN A BINARY RESPONSE MODEL UNDER TAIL RESTRICTIONS ⋮ Single-index regression for pooled biomarker data ⋮ SEMIPARAMETRIC ESTIMATION OF SEPARABLE MODELS WITH POSSIBLY LIMITED DEPENDENT VARIABLES ⋮ Unnamed Item ⋮ CONSISTENCY AND ASYMPTOTIC NORMALITY OF SIEVE ML ESTIMATORS UNDER LOW-LEVEL CONDITIONS ⋮ Semiparametric Estimators for Limited Dependent Variable (LDV) Models with Endogenous Regressors ⋮ Testing Conditional Independence Restrictions ⋮ ESTIMATES OF DERIVATIVES OF (LOG) DENSITIES AND RELATED OBJECTS ⋮ IDENTIFICATION OF DISCRETE CHOICE DYNAMIC PROGRAMMING MODELS WITH NONPARAMETRIC DISTRIBUTION OF UNOBSERVABLES ⋮ Integrating information from existing risk prediction models with no model details ⋮ Pool adjacent violators algorithm–assisted learning with application on estimating optimal individualized treatment regimes ⋮ Generalized expectile regression with flexible response function ⋮ Local consistency of the iterative least-squares estimator for the semiparametric binary choice model ⋮ Behaviour of the monotone single index model under repeated measurements ⋮ ASYMPTOTICALLY EFFICIENT ESTIMATION OF WEIGHTED AVERAGE DERIVATIVES WITH AN INTERVAL CENSORED VARIABLE ⋮ 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 ⋮ Estimation of treatment effects under endogenous heteroskedasticity ⋮ Empirical likelihood inference for monotone index model ⋮ Locally Robust Semiparametric Estimation ⋮ Estimation in monotone single‐index models ⋮ Semi‐parametric Estimation in a Single‐index Model with Endogenous Variables ⋮ Nonparametric Maximum Likelihood Methods for Binary Response Models With Random Coefficients ⋮ INTEGRATED SCORE ESTIMATION ⋮ Testing for heteroskedasticity in the tobit and probit models ⋮ Estimation and specification testing in female labor participation models: parametric and semiparametric methods ⋮ Partial identification by extending subdistributions ⋮ BIAS CORRECTIONS IN TESTING AND ESTIMATING SEMIPARAMETRIC, SINGLE INDEX MODELS ⋮ MAXIMAL UNIFORM CONVERGENCE RATES IN PARAMETRIC ESTIMATION PROBLEMS ⋮ Non‐parametric models in binary choice fixed effects panel data ⋮ An analysis of housing expenditure using semiparametric models and panel data ⋮ Estimation and Inference Procedures for Semiparametric Distribution Models with Varying Linear‐Index ⋮ Using Conditional Logistic Regression to Fit Proportional Odds Models to Interval Censored 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 ⋮ Probability inequalities in multivariate distributions ⋮ Semiparametric Regression Models with Applications to Scoring: A Review ⋮ Yield curve estimation by kernel smoothing methods ⋮ Subsampling inference in cube root asymptotics with an application to Manski's maximum score estimator. ⋮ Semiparametric inference with kernel likelihood ⋮ Semiparametric models with single-index nuisance parameters ⋮ Binary response correlated random coefficient panel data models ⋮ Estimating coefficients of single-index regression models by minimizing variation ⋮ SOME CONVERGENCE THEORY FOR ITERATIVE ESTIMATION PROCEDURES WITH AN APPLICATION TO SEMIPARAMETRIC ESTIMATION ⋮ EFFICIENT SEMIPARAMETRIC ESTIMATION OF A PARTIALLY LINEAR QUANTILE REGRESSION MODEL ⋮ A NONPARAMETRIC HELLINGER METRIC TEST FOR CONDITIONAL INDEPENDENCE ⋮ ESTIMATING PANEL DATA DURATION MODELS WITH CENSORED DATA ⋮ SMOOTHED QUANTILE REGRESSION PROCESSES FOR BINARY RESPONSE MODELS ⋮ Single-index modelling of conditional probabilities in two-way contingency tables ⋮ Construction of credible intervals for nonlinear regression models with unknown error distributions ⋮ Approximating conditional distribution functions using dimension reduction ⋮ A generalized‐moments specification test for the logistic link ⋮ Non-parametric regression for binary dependent variables ⋮ Semiparametric methods in applied econometrics: do the models fit the data? ⋮ Fuzzy parametric sample selection model: Monte Carlo simulation approach ⋮ ASYMPTOTIC DISTRIBUTIONS FOR TWO ESTIMATORS OF THE SINGLE-INDEX MODEL ⋮ On semiparametric \(M\)-estimation in single-index regression ⋮ An IV estimator for a functional coefficient model with endogenous discrete treatments ⋮ A Simple Data-Driven Estimator for the Semiparametric Sample Selection Model ⋮ Endogeneity in Semiparametric Panel Binary Choice Model ⋮ Semiparametric Efficiency Bounds and Efficient Estimation of Discrete Duration Models with Unspecified Hazard Rate ⋮ Single-Index Quantile Regression Models for Censored Data ⋮ A new minimum contrast approach for inference in single-index models ⋮ A new algorithm to estimate monotone nonparametric link functions and a comparison with parametric approach ⋮ On efficient estimation of the ordered response model ⋮ A simple ordered data estimator for inverse density weighted expectations ⋮ Identification and information in monotone binary models ⋮ Nonparametric regression with current status data ⋮ Estimation of possibly misspecified semiparametric conditional moment restriction models with different conditioning variables ⋮ Estimating a generalized correlation coefficient for a generalized bivariate probit model ⋮ Penalized log-likelihood estimation for partly linear transformation models with current status data ⋮ Semiparametric maximum likelihood estimation of polychotomous and sequential choice models ⋮ Nonparametric two-stage estimation of conditional choice probabilities in a binary choice model under uncertainty ⋮ Bivariate non-normality in the sample selection model ⋮ Generalizations of current status data with applications ⋮ 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 ⋮ Re-evaluating the effectiveness of inflation targeting ⋮ The finite sample performance of semi- and non-parametric estimators for treatment effects and policy evaluation ⋮ Nonparametric estimation of dynamic discrete choice models for time series data ⋮ Variations of the Greenberg unrelated question binary model ⋮ The precision of subjective data and the explanatory power of economic models ⋮ Single index regression models in the presence of censoring depending on the covariates ⋮ Convergence guarantee for the sparse monotone single index model ⋮ Current status linear regression ⋮ Binary response models with \(M\)-phase case-control data ⋮ New links for binary regression: an application to coca cultivation in Peru ⋮ An application and comparison of some flexible parametric and semi-parametric qualitative response models ⋮ B spline variable selection for the single index models ⋮ Improved estimation for a new class of parametric link functions in binary regression ⋮ Semiparametric estimation of a nonstationary panel data transformation model under symmetry ⋮ Semi-parametric discrete choice measures of willingness to pay ⋮ Efficient estimation in conditional single-index regression ⋮ A penalized likelihood estimation approach to semiparametric sample selection binary response modeling ⋮ Rates of convergence for estimating regression coefficients in heteroskedastic discrete response models ⋮ Nonparametric and semiparametric optimal transformations of markers ⋮ Simple estimators for nonparametric panel data models with sample attrition ⋮ Inference on an extended Roy model, with an application to schooling decisions in France ⋮ Are efficient estimators in single-indexed models really efficient? A computational discussion ⋮ Partial identification in binary response models with nonignorable nonresponses ⋮ A simple root-\(N\)-consistent semiparametric estimator for discrete duration models ⋮ Binary choice models with discrete regressors: identification and misspecification ⋮ Computing semiparametric efficiency bounds in discrete choice models with strategic-interactions and rational expectations ⋮ Some developments in the theory of shape constrained inference ⋮ Efficient estimation of binary choice models under symmetry ⋮ Oracally efficient estimation for single-index link function with simultaneous confidence band ⋮ Identification and estimation of games with incomplete information using excluded regressors ⋮ Identification and estimation of a triangular model with multiple endogenous variables and insufficiently many instrumental variables ⋮ Single-index copulas ⋮ Maximum weighted likelihood for discrete choice models with a dependently censored covariate ⋮ Semi-parametric single-index two-part regression models ⋮ Pairwise-difference estimation of incomplete information games ⋮ Distribution free estimation of heteroskedastic binary response models using probit/logit criterion functions ⋮ Testing single-index restrictions with a focus on average derivatives ⋮ Breaking the curse of dimensionality in conditional moment inequalities for discrete choice models ⋮ Constructive identification in some nonseparable discrete choice models ⋮ Semiparametric estimation of the random utility model with rank-ordered choice data ⋮ A single-index model procedure for interpolation intervals in time series ⋮ Endogenous regressor binary choice models without instruments, with an application to migration ⋮ Estimating simultaneous games with incomplete information under median restrictions ⋮ Semiparametric estimation of the link function in binary-choice single-index models ⋮ General rank-based estimation for regression single index models ⋮ A data-driven bandwidth selection method for the smoothed maximum score estimator ⋮ Flexible semi-parametric regression of state occupational probabilities in a multistate model with right-censored data ⋮ Uniform convergence of weighted sums of non and semiparametric residuals for estimation and testing ⋮ Generalized additive models with flexible response functions ⋮ Estimating panel data models in the presence of endogeneity and selection ⋮ Semiparametric estimation of a simultaneous game with incomplete information ⋮ Characterization of the asymptotic distribution of semiparametric M-estimators ⋮ Estimating features of a distribution from binomial data ⋮ A family of empirical likelihood functions and estimators for the binary response model ⋮ Semiparametric quasi maximum likelihood estimation of the fractional response model ⋮ Semiparametric estimation of dynamic discrete choice models ⋮ Adaptive Bayesian nonparametric regression using a kernel mixture of polynomials with application to partial linear models ⋮ Semiparametric estimation of a work-trip mode choice model ⋮ Some efficiency bounds for semiparametric discrete choice models ⋮ On a semiparametric survival model with flexible covariate effect ⋮ Linear regression with interval censored data ⋮ Nonparametric estimation of the link function including variable selection ⋮ 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 ⋮ Optimal linear discriminators for the discrete choice model in growing dimensions ⋮ Sample selection models with monotone control functions ⋮ Testing current status data for dependent censoring ⋮ Approximations of choice probabilities in mixed logit models ⋮ Semiparametric qualitative response model estimation with unknown heteroscedasticity or instrumental variables ⋮ 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 ⋮ 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 ⋮ Maximum likelihood estimation of a binary choice model with random coefficients of unknown distribution ⋮ Inference in semiparametric binary response models with interval data ⋮ Estimation of marginal effects in semiparametric selection models with binary outcomes ⋮ Specification test for binary choice models based on index quantiles ⋮ Dealing with bottled water expenditures data with zero observations: A semiparametric specification ⋮ Bootstrap critical values for tests based on the smoothed maximum score estimator ⋮ Identification and estimation in a correlated random coefficients binary response model ⋮ Unified approach to testing functional hypotheses in semiparametric contexts
