A family of empirical likelihood functions and estimators for the binary response model

A-Tier
Journal: Journal of Econometrics
Year: 2011
Volume: 164
Issue: 2
Pages: 207-217

Score contribution per author:

2.011 = (α=2.01 / 2 authors) × 2.0x A-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

The minimum discrimination information principle is used to identify an appropriate parametric family of probability distributions and the corresponding maximum likelihood estimators for binary response models. Estimators in the family subsume the conventional logit model and form the basis for a set of parametric estimation alternatives with the usual asymptotic properties. Sampling experiments are used to assess finite sample performance.

Technical Details

RePEc Handle
repec:eee:econom:v:164:y:2011:i:2:p:207-217
Journal Field
Econometrics
Author Count
2
Added to Database
2026-01-25