Maximum Score Type Estimators

Marcin Owczarczuk

Central European Journal of Economic Modelling and Econometrics, 2009, vol. 1, issue 1, 7-34

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; tobit; truncated; binomial; semiparametric (search for similar items in EconPapers)
JEL-codes: C21 C24 C25 (search for similar items in EconPapers)
Date: 2009
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Citations: View citations in EconPapers (1)

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Working Paper: Maximum score type estimators (2008)
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Persistent link: https://EconPapers.repec.org/RePEc:psc:journl:v:1:y:2009:i:1:p:7-34

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