Finite-sample properties of the maximum likelihood estimator for the binary logit model with random covariates
From MaRDI portal
Publication:452302
DOI10.1007/s00362-010-0348-zzbMath1440.62085OpenAlexW2074969612MaRDI QIDQ452302
Publication date: 20 September 2012
Published in: Statistical Papers (Search for Journal in Brave)
Full work available at URL: http://www.uvic.ca/socialsciences/economics/assets/docs/econometrics/ewp0906.pdf
Applications of statistics to economics (62P20) Point estimation (62F10) Generalized linear models (logistic models) (62J12)
Related Items
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Corrigendum to: ``The second-order bias and mean squared error of nonlinear estimators
- 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
- Minimum \(\phi\)-divergence estimator in logistic regression models
- Preliminary phi-divergence test estimators for linear restrictions in a logistic regression model
- A note on GMM estimation of probit models with endogenous regressors
- The second-order bias and mean squared error of nonlinear estimators
- The \(n^{-2}\)-order mean squared errors of the maximum likelihood and the minimum logit chi-square estimator
- Asymptotic properties of the maximum likelihood estimator in dichotomous logit models
- A necessary and sufficient condition for second order admissibility with applications to Berkson's bioassay problem
- Approximate bias correction in econometrics
- Is the minimum chi-square estimator the winner in logit regression
- Finite Sample Econometrics
- Distance Functions and Regular Best Asymptotically Normal Estimates
- Maximum Likelihood and Minimum | chi 2 Estimates of the Logistic Function
