Maximum score type estimators

Marcin Owczarczuk

No 28, Working Papers from Department of Applied Econometrics, Warsaw School of Economics

Abstract: 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.

Keywords: maximum score estimation; linear regression; tobit; truncated; binomial; semiparametric (search for similar items in EconPapers)
JEL-codes: C21 C24 C25 (search for similar items in EconPapers)
Pages: 21 pages
Date: 2008-08-01
New Economics Papers: this item is included in nep-ecm
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Related works:
Journal Article: Maximum Score Type Estimators (2009)
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