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)

• 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
• 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
• The finite sample performance of semi- and non-parametric estimators for treatment effects and policy evaluation
• Computing semiparametric efficiency bounds in discrete choice models with strategic-interactions and rational expectations
• 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
• 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
• A semiparametric efficiency bound of a disequilibrium model without observed regime
• Empirical likelihood inference for monotone index model
• Semiparametric estimation of separable models with possibly limited dependent variables
• 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
• Consistency and asymptotic normality of sieve ML estimators under low-level conditions
• Linear regression with interval censored data
• Binary choice models with discrete regressors: identification and misspecification
• Testing for heteroskedasticity in the Tobit and probit models
• Testing current status data for dependent censoring
• B spline variable selection for the single index models
• Non-parametric models in binary choice fixed effects panel data
• Improved estimation for a new class of parametric link functions in binary regression
• ESTIMATES OF DERIVATIVES OF (LOG) DENSITIES AND RELATED OBJECTS
• 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
• Constructive identification in some nonseparable discrete choice models
• 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

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