Search Results - subject:"binary response"

Semiparametric estimation of a binary response model with a change-point due to a covariate threshold

Lee, Sokbae; Seo, Myung Hwan - London School of Economics (LSE) - 2007

This paper is concerned with semiparametric estimation of a threshold binary response model. The estimation method …

Persistent link: https://www.econbiz.de/10010884620

SEMIPARAMETRIC ESTIMATION OF A BINARYRESPONSE MODEL WITH A CHANGE-POINTDUE TO A COVARIATE THRESHOLD

Lee, Sokbae; Seo, Myunghwan - Suntory and Toyota International Centres for Economics … - 2007

SEMIPARAMETRIC ESTIMATION OF A BINARY RESPONSE MODEL WITH A CHANGE-POINT DUE TO A COVARIATE THRESHOLD … estimation of a threshold binary response model. The estimation method considered in the paper is semiparametric since the … weakly if the true threshold value were known and likewise for the threshold estimator. Key Words: Binary response …

Persistent link: https://www.econbiz.de/10005151147

On modified discriminant analysis

Owczarczuk, Marcin - Zakład Ekonometrii Stosowanej, Szkoła Główna … - 2007

Discriminant analysis is mostly used to predict the value of a discrete dependent variable of an observation on the basis of a set of predictors. The commonly used criterion of the predictive power is the fraction of incorrectly predicted cases in the sample. In this article we construct a model...

Persistent link: https://www.econbiz.de/10005113460

On the Robustness of Racial Disrcimination Findings in Motgage Lending Studies

Clarke, Judith A.; Roy, Nilanjana; Courchane, Marsha J. - Department of Economics, University of Victoria - 2006

That mortgage lenders have complex underwriting standards, often differing legitimately from one lender to another, implies that any statistical model estimated to approximate these standards, for use in fair lending determinations, must be misspecified. Exploration of the sensitivity of...

Persistent link: https://www.econbiz.de/10005800935

A Control Function Approach to Estimating Dynamic Probit Models with Endogenous Regressors

Giles, John; Murtazashvili, Irina - In: Journal of Econometric Methods 2 (2013) 1, pp. 69-87

Abstract This paper proposes a parametric approach to estimating a dynamic binary response panel data model that allows …

Persistent link: https://www.econbiz.de/10014612552

Corporate credit default models: a mixed logit approach

Kukuk, Martin; Rönnberg, Michael - In: Review of Quantitative Finance and Accounting 40 (2013) 3, pp. 467-483

The popular logit model is extended to allow for varying stochastic parameters (mixed logit) and non-linearities of regressor variables while analysing a cross-sectional sample of German corporate credit defaults. With respect to economic interpretability and goodness of probability forecasts...

Persistent link: https://www.econbiz.de/10010989640

Distribution free estimation of heteroskedastic binary response models using Probit/Logit criterion functions

Khan, Shakeeb - In: Journal of Econometrics 172 (2013) 1, pp. 168-182

In this paper estimators for distribution free heteroskedastic binary response models are proposed. The estimation …

Persistent link: https://www.econbiz.de/10011052316

Partial identification in binary response models with nonignorable nonresponses

Hoshino, Tadao - In: Economics Letters 121 (2013) 1, pp. 74-78

This study investigates the identification of parameters in semiparametric binary response models of the form y=1(x …

Persistent link: https://www.econbiz.de/10011041560

Limited information estimation in binary factor analysis: A review and extension

Wu, Jianmin; Bentler, Peter M. - In: Computational Statistics & Data Analysis 57 (2013) 1, pp. 392-403

Based on the Bayes modal estimate of factor scores in binary latent variable models, this paper proposes two new limited information estimators for the factor analysis model with a logistic link function for binary data based on Bernoulli distributions up to the second and the third order with...

Persistent link: https://www.econbiz.de/10010580841

Identification in a Generalization of Bivariate Probit Models with Endogenous Regressors

Han, Sukjin; Vytlacil, Edward J. - Department of Economics, University of Texas-Austin - 2013

This paper provides identification results for a class of models specified by a triangular system of two equations with binary endogenous variables. The joint distribution of the latent error terms is specified through a parametric copula structure, including the normal copula as a special case,...

Persistent link: https://www.econbiz.de/10010836380