Multi-Index Binary Response Analysis of Large Data Sets
نویسندگان
چکیده
منابع مشابه
Multi-Index Binary Response Analysisof Large Data Sets
We propose a multi-index binary response model for analyzing large databases (i.e., with many regressors). We combine many regressors into factors (or indexes) and then estimate the link function via parametric or nonparametric methods. Neither the estimation of factors nor the determination of the number of factors requires ex ante knowledge of the link between the response and regressors. Fur...
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ژورنال
عنوان ژورنال: Journal of Business & Economic Statistics
سال: 2010
ISSN: 0735-0015,1537-2707
DOI: 10.1198/jbes.2009.07170