Semiparametric single index versus fixed link function modelling
نویسندگان
چکیده
منابع مشابه
Semiparametric Single Index versus Fixed Link Function Modelling
Discrete choice models are frequently used in statistical and econometric practice. Standard models such as logit models are based on exact knowledge of the form of the link and linear index function. Semiparametric models avoid possible mis-speciication but often introduce a computational burden. It is therefore interesting to decide between approaches. Here we propose a test of semiparametric...
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ژورنال
عنوان ژورنال: The Annals of Statistics
سال: 1997
ISSN: 0090-5364
DOI: 10.1214/aos/1034276627