- Tytuł:
- Improving the Effectiveness of Maximum Score Estimators for Binary Regression Models
- Autorzy:
- Owczarczuk, Marcin
- Powiązania:
- https://bibliotekanauki.pl/articles/2076516.pdf
- Data publikacji:
- 2016
- Wydawca:
- Polska Akademia Nauk. Czytelnia Czasopism PAN
- Tematy:
-
maximum score estimation
Monte Carlo experiments
effectiveness - Opis:
- Maximum score estimation is a class of semiparametric methods for the coefficients of regression models. Estimates are obtained by the maximization of the special function, called the score. In case of binary regression models it is the fraction of correctly classified observations. The aim of this article is to propose a modification to the score function. The modification allows to obtain smaller variances of estimators than the standard maximum score method without impacting other properties like consistency. The study consists of extensive Monte Carlo experiments.
- Źródło:
-
Central European Journal of Economic Modelling and Econometrics; 2015, 4; 205-217
2080-0886
2080-119X - Pojawia się w:
- Central European Journal of Economic Modelling and Econometrics
- Dostawca treści:
- Biblioteka Nauki
Artykuł