The \(n^{-2}\)-order mean squared errors of the maximum likelihood and the minimum logit chi-square estimator
From MaRDI portal
Publication:1140942
DOI10.1214/aos/1176345004zbMath0436.62032OpenAlexW2018761250MaRDI QIDQ1140942
Publication date: 1980
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176345004
mean squared errorssecond-order efficiencyBerkson estimatorbias-corrected maximum likelihood estimatordichotomous random variablelogit regression modelminimum chi-square estimator
Asymptotic properties of parametric estimators (62F12) Linear regression; mixed models (62J05) Point estimation (62F10)
Related Items
On the logistic midrange ⋮ Estimation of some partially specified nonlinear models ⋮ The second-order bias and mean squared error of nonlinear estimators ⋮ The second-order bias and mean squared error of estimators in time-series models ⋮ Finite-sample properties of the maximum likelihood estimator for the binary logit model with random covariates ⋮ The Third-Order Bias of Nonlinear Estimators ⋮ On the finite sample effects of nonlinear reparameterizations ⋮ The effects of sampling strategies on the small sample properties of the logit estimator ⋮ Edgeworth expansions for GEL estimators ⋮ Approximate bias correction in econometrics ⋮ A COMPARISON OF MULTINOMIAL LIKELIHOOD AND CHI-SQUARE APPROACHES TO STATISTICAL POPULATION RECONSTRUCTION ⋮ On Second Order Admissibilities in Two-Parameter Logistic Regression Model ⋮ Is the minimum chi-square estimator the winner in logit regression
