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	Provedor de dados AgEcon (1) Autor Judge, George G. (1) Mittelhammer, Ronald C. (1) Palavra-chave Binary choice models and estimators (1) Conditional moment equations (1) Cressie-Read statistic (1) Information theoretic methods (1) Minimum power divergence (1) Research Methods/ Statistical Methods (1) Squared error loss (1) Mais... Tipo do documento Working or Discussion Paper (1) Ano 2008 (1) País United States (1) Idioma Inglês (1)		Ordenar por:  Relevância Autor Título Ano Registros recuperados: 1 Primeira ... 1 ... Última A Minimum Power Divergence Class of CDFs and Estimators for Binary Choice Models AgEcon Mittelhammer, Ronald C.; Judge, George G.. The Cressie-Read (CR) family of power divergence measures is used to identify a new class of statistical models and estimators for competing explanations of the data in binary choice models. A large flexible class of cumulative distribution functions and associated probability density functions emerge that subsumes the conventional logit model, and forms the basis for a large set of estimation alternatives to traditional logit and probit methods. Asymptotic properties of estimators are identified, and sampling experiments are used to provide a basis for gauging the finite sample performance of the estimators in this new class of statistical models. Tipo: Working or Discussion Paper Palavras-chave: Binary choice models and estimators; Conditional moment equations; Squared error loss; Cressie-Read statistic; Information theoretic methods; Minimum power divergence; Research Methods/ Statistical Methods. Ano: 2008 URL: http://purl.umn.edu/37759 Registros recuperados: 1 Primeira ... 1 ... Última

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