FINITE-SAMPLE BEHAVIOUR OF LOGIT PROBABILITY ESTIMATORS IN A REAL DATA SET

A. P. J. Abrahamse and J. Th. Geilenkirchen

No 272351, Econometric Institute Archives from Erasmus University Rotterdam

Abstract: This paper gives evidence on the sampling distributions of logit coefficients and logit probabilities for various sample sizes. In particular, means and standard errors of these quantities are approximated by drawing repeated samples from a specific data set.

Keywords: Institutional and Behavioral Economics; Research Methods/Statistical Methods (search for similar items in EconPapers)
Pages: 28
Date: 1986
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Persistent link: https://EconPapers.repec.org/RePEc:ags:eureia:272351

DOI: 10.22004/ag.econ.272351

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