A family of empirical likelihood functions and estimators for the binary response model

DOI10.1016/J.JECONOM.2011.04.002MaRDI QIDQ738022zbMATH OpenOpenAlexFDO

Authors Ron C. Mittelhammer, George G. Judge

Publication date 12 August 2016

Published in Journal of Econometrics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jeconom.2011.04.002

zbMATH Keywords

conditional moment equationsinformation theoretic methodsminimum power divergencebinary response models and estimatorsCressie-Read family of likelihood functionsminimum discrimination information

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Applications of statistics to economics (62P20)

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Cited in

(3)

• A new mixed MNP model accommodating a variety of dependent non-normal coefficient distributions
• Estimation of best predictors of binary response
• A flexible parametric approach to the binary outcome model

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