A family of empirical likelihood functions and estimators for the binary response model

Ron Mittelhammer () and George Judge

Journal of Econometrics, 2011, vol. 164, issue 2, pages 207-217

Abstract: The minimum discrimination information principle is used to identify an appropriate parametric family of probability distributions and the corresponding maximum likelihood estimators for binary response models. Estimators in the family subsume the conventional logit model and form the basis for a set of parametric estimation alternatives with the usual asymptotic properties. Sampling experiments are used to assess finite sample performance.

Keywords: Binary; response; models; and; estimators; Conditional; moment; equations; Cressie-Read; family; of; likelihood; functions; Information; theoretic; methods; Minimum; power; divergence; Minimum; discrimination; information (search for similar items in EconPapers)
Date: 2011
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Persistent link: http://EconPapers.repec.org/RePEc:eee:econom:v:164:y:2011:i:2:p:207-217

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