Binomial, and log linear models. We show why these interaction term coefficients cannot be interpreted as a DIS or … how interaction terms can be easily transformed into a DIS and derive the asymptotic distribution of this estimator. We …

requires repeated re-calculation of the estimator. In Honoré and Hu (2015), we propose a computationally simpler bootstrap … contribution here is that rather than repeated re-calculating the U-statistic-based estimator, we can recalculate a related … estimator based on single-sums. A simulation study suggests that the approach leads to a good approximation to the standard …