Is the minimum chi-square estimator the winner in logit regression

DOI10.1016/0304-4076(94)90089-2zbMath0800.62811OpenAlexW1557568511MaRDI QIDQ1318976

V. Pereyra

Publication date: 12 April 1994

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

Full work available at URL: https://doi.org/10.1016/0304-4076(94)90089-2

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Point estimation (62F10) Statistical tables (62Q05)

Related Items (1)

Finite-sample properties of the maximum likelihood estimator for the binary logit model with random covariates

Cites Work

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• Comments on a paper by T. Amemiya on estimation in a dichotomous logit regression model
• Corrections to: The \(N^{-2}\)-order mean squared errors of the maximum likelihood and the minimum logit chi-squared estimator
• The \(n^{-2}\)-order mean squared errors of the maximum likelihood and the minimum logit chi-square estimator
• Minimum chi-square, not maximum likelihood!
• A necessary and sufficient condition for second order admissibility with applications to Berkson's bioassay problem
• On the existence of maximum likelihood estimates in logistic regression models
• Distance Functions and Regular Best Asymptotically Normal Estimates
• Maximum Likelihood and Minimum | chi 2 Estimates of the Logistic Function

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