Title of article
A family of empirical likelihood functions and estimators for the binary response model
Author/Authors
Mittelhammer، نويسنده , , Ron C. and Judge، نويسنده , , George، نويسنده ,
Pages
11
From page
207
To page
217
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.
Keywords
Binary response models and estimators , Conditional moment equations , Minimum power divergence , Cressie–Read family of likelihood functions , Minimum discrimination information , Information theoretic methods
Journal title
Astroparticle Physics
Record number
2041410
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