Semiparametric estimation of the link function in binary-choice single-index models

DOI10.1007/S00180-017-0779-2MaRDI QIDQ722740zbMATH OpenOpenAlexFDO

Authors Alan P. Ker, Abdoul G. Sam

Publication date 27 July 2018

Published in Computational Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00180-017-0779-2

zbMATH Keywords

link functionbias reductionparametric start

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Nonparametric estimation (62G05) Asymptotic properties of nonparametric inference (62G20) Applications of statistics to economics (62P20)

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Cites work

• scientific article; zbMATH DE number 88830 (Why is no real title available?)
• scientific article; zbMATH DE number 964178 (Why is no real title available?)
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• Contributions to the theory of nonparametric regression, with application to system identification
• Direct Semiparametric Estimation of Single-Index Models with Discrete Covariates
• Efficiency Bounds for Distribution-Free Estimators of the Binary Choice and the Censored Regression Models
• Efficient estimation of binary choice models under symmetry
• Identification of Binary Response Models
• Maximum score estimation of the stochastic utility model of choice
• Nonparametric density estimation with a parametric start
• Nonparametric regression under alternative data environments
• Parametrically Guided Non‐parametric Regression
• Semiparametric least squares (SLS) and weighted SLS estimation of single-index models
• Semiparametric methods in econometrics
• Semi‐parametric Estimation in a Single‐index Model with Endogenous Variables
• Sufficient Conditions for the Consistency of Maximum Likelihood Estimation Despite Misspecification of Distribution in Multinomial Discrete Choice Models
• The finite sample performance of semi- and non-parametric estimators for treatment effects and policy evaluation
• Uniform Consistency of Kernel Estimators of a Regression Function Under Generalized Conditions

Cited in

(5)

• On the performance of the semiparametric binary response model when the true model is parametric logistic
• Local NLLS estimation of semi-parametric binary choice models
• Inference on zero inflated ordinal models with semiparametric link
• Misclassification-robust semiparametric estimation of single-index binary-choice models
• Bias corrections in testing and estimating semiparametric, single index models

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