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	Provedor de dados AgEcon (1) Autor Cardell, N. Scott (1) Judge, George G. (1) Miller, Douglas J. (1) Mittelhammer, Ronald C. (1) Palavra-chave C10 (1) C2 (1) Conditional moment equations (1) Cressie-Read statistic (1) Finite sample bias and precision (1) Information theoretic methods (1) Nonparametric binary response models and estimators (1) Research Methods/ Statistical Methods (1) Response variables (1) Squared error loss (1) Mais... Tipo do documento Working or Discussion Paper (1) Ano 2005 (1) País United States (1) Idioma Inglês (1)		Ordenar por:  Relevância Autor Título Ano Registros recuperados: 1 Primeira ... 1 ... Última Minimum Divergence Moment Based Binary Response Models: Estimation and Inference AgEcon Mittelhammer, Ronald C.; Judge, George G.; Miller, Douglas J.; Cardell, N. Scott. This paper introduces a new class of estimators based on minimization of the Cressie-Read (CR) power divergence measure for binary choice models, where neither a parameterized distribution nor a parameterization of the mean is specified explicitly in the statistical model. By incorporating sample information in the form of conditional moment conditions and estimating choice probabilities by optimizing a member of the set of divergence measures in the CR family, a new class of nonparametric estimators evolves that requires less a priori model structure than conventional parametric estimators such as probit or logit. Asymptotic properties are derived under general regularity conditions and finite sampling properties are illustrated by Monte Carlo sampling... Tipo: Working or Discussion Paper Palavras-chave: Nonparametric binary response models and estimators; Conditional moment equations; Finite sample bias and precision; Squared error loss; Response variables; Cressie-Read statistic; Information theoretic methods; Research Methods/ Statistical Methods; C10; C2. Ano: 2005 URL: http://purl.umn.edu/25020 Registros recuperados: 1 Primeira ... 1 ... Última

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