Parameter estimation in multivariate logit models with many binary choices

DOI10.1080/07474938.2015.1093780zbMath1490.62417OpenAlexW2330404139MaRDI QIDQ5862485

Dennis Fok, Richard Paap, Koen Bel

Publication date: 9 March 2022

Published in: Econometric Reviews (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07474938.2015.1093780

zbMATH Keywords

generalized method of momentscomposite likelihoodmultivariate logit modelstratified importance sampling

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Uses Software

• mdraws

Cites Work

• Large Sample Properties of Generalized Method of Moments Estimators
• Models for discrete longitudinal data.
• Composite Likelihood Estimation for Multivariate Probit Latent Traits Models
• Modelling multivariate binary data with alternating logistic regressions
• An Optimum Property of Regular Maximum Likelihood Estimation
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