Slope consistency of quasi-maximum likelihood estimator for binary choice models

DOI10.1016/J.ECONLET.2026.112932MaRDI QIDQ7239504zbMATH OpenFDO

Authors Yoosoon Chang, Joon Y. Park, Guo Yan

Publication date 8 May 2026

Published in Economics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.ECONLET.2026.112932

zbMATH Keywords

logistic regressionquasi-maximum likelihood estimationbinary choice modelsslope consistency

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

• An Efficient Semiparametric Estimator for Binary Response Models
• Consistent estimation of limited dependent variable models despite misspecification of distribution
• Estimating high dimensional monotone index models by iterative convex optimization
• Maximum Likelihood Estimation of Misspecified Models
• Maximum score estimation of the stochastic utility model of choice
• Pseudo Maximum Likelihood Methods: Theory
• Regression analysis under link violation
• Semiparametric Estimation of Index Coefficients
• Semiparametric analysis of discrete response. Asymptotic properties of the maximum score estimator
• Semiparametric least squares (SLS) and weighted SLS estimation of single-index models
• Simple Estimators for Invertible Index Models
• Sufficient Conditions for the Consistency of Maximum Likelihood Estimation Despite Misspecification of Distribution in Multinomial Discrete Choice Models

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