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:	2008-08-01
Authors:	Owczarczuk, Marcin
Institutions:	Zakład Ekonometrii Stosowanej, Szkoła Główna Handlowa w Warszawie
Subject:	maximum score estimation \| linear regression \| tobit \| truncated \| binomial \| semiparametric

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Extent:	application/pdf
Series:	Working Papers.
Type of publication:	Book / Working Paper
Notes:	Number 28 21 pages
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/10005106477