Finite-sample properties of the maximum likelihood estimator for the binary logit model with random covariates

Qian Chen and David Giles

Statistical Papers, 2012, vol. 53, issue 2, 409-426

Keywords: Logit model; Bias; Mean squared error; Bias correction; Random covariates; 62F10; 62J12; 62P20 (search for similar items in EconPapers)
Date: 2012
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Citations: View citations in EconPapers (3)

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DOI: 10.1007/s00362-010-0348-z

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