Maximum Score Type Estimators

This paper presents maximum score type estimators for linear, binomial, tobit and truncated regression models. These estimators estimate the normalized vector of slopes and do not provide the estimator of intercept, although it may appear in the model. Strong consistency is proved. In addition, in the case of truncated and tobit regression models, maximum score estimators allow restriction of the sample in order to make ordinary least squares method consistent.

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Year of publication:	2009
Authors:	Owczarczuk, Marcin
Published in:	Central European Journal of Economic Modelling and Econometrics. - CEJEME. - Vol. 1.2009, 1, p. 7-34
Publisher:	CEJEME
Subject:	maximum score estimation \| tobit \| truncated \| binomial \| semiparametric

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Extent:	application/pdf
Type of publication:	Article
Classification:	C24 - Truncated and Censored Models ; C25 - Discrete Regression and Qualitative Choice Models ; C21 - Cross-Sectional Models; Spatial Models
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005064792