Estimation of generalised regression models by the grouping method

K. Nawata

Mathematics and Computers in Simulation (MATCOM), 1997, vol. 43, issue 3, 503-510

Abstract: Nawata [8–10] proposed a new estimator for the standard regression, censored regression, and binary choice models, based on grouping of observations. This paper shows that Nawata's grouping method can be generalised to various types of estimation problems and represents a new class of estimation methods.

Keywords: Grouping; Semi-parametric estimation; Least absolute deviations estimator; Generalised regression model; Maximum likelihood estimator (search for similar items in EconPapers)
Date: 1997
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Persistent link: https://EconPapers.repec.org/RePEc:eee:matcom:v:43:y:1997:i:3:p:503-510

DOI: 10.1016/S0378-4754(97)00038-4

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