Finite-sample properties of the maximum likelihood estimator for the binary logit model with random covariates
نویسندگان
چکیده
منابع مشابه
Finite-sample Properties of the Maximum Likelihood Estimator for the Binary Logit Model with Random Covariates
Contact Author: David E. Giles, Dept. of Economics, University of Victoria, P.O. Box 1700, STN CSC, Victoria, B.C., Canada V8W 2Y2; e-mail: [email protected]; Voice: (250) 721-8540; FAX: (250) 721-6214 Abstract: We examine the finite sample properties of the maximum likelihood estimator for the binary logit model with random covariates. Analytic expressions for the first-order bias and second-orde...
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ژورنال
عنوان ژورنال: Statistical Papers
سال: 2010
ISSN: 0932-5026,1613-9798
DOI: 10.1007/s00362-010-0348-z