Data/hora: 05/06/2024 10:45:11

Provedor de dados: | 31
País: | United States
Título: | Estimating the Link Function in Multinomial Response Models under Endogeneity and Quadratic Loss
Autores: | Judge,   George G.; Mittelhammer,   Ronald C.
Data: | 2006-02-06
Ano: | 2004
Palavras-chave: | Multinomial Process; Endogeneity; Empirical likelihood procedures; Quadratic loss; Semiparametric estimation and inference; Data dependent shrinkage; Asymptotic and finite sample risk; Research Methods/ Statistical Methods; C10; C24.
Resumo: | This paper considers estimation and inference for the multinomial response model in the case where endogenous variables are arguments of the unknown link function.   Semiparametric estimators are proposed that avoid the parametric assumptions underlying the likelihood approach as well as the loss of precision when using nonparametric estimation.  A data based shrinkage estimator that seeks an optimal combination of estimators and results in superior risk performance under quadratic loss is  also developed.
Tipo: | Working or Discussion Paper
Idioma: | Inglês

Identificador:

19783

http://purl.umn.edu/25095

Editor: | AgEcon Search

Relação:

University of California, Berkeley&gt;Department of Agricultural and Resource Economics&gt;CUDARE Working Papers

CUDARE Working Paper 970

Formato:

26

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