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 ,
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
