Ordered Response Threshold Estimation
نویسنده
چکیده
This paper shows that many estimators of thresholds in ordered response models exist, because binary choice location estimators can be converted into threshold estimators. A new threshold estimator is proposed that is consistent under more general conditions. An extension to random thresholds is provided. JEL codes: C14, C25, C13.
منابع مشابه
Shift Restrictions and Semiparametric Estimation in Ordered Response Models
We develop a √ n-consistent and asymptotically normal estimator of the parameters (regression coefficients and threshold points) of a semiparametric ordered response model under the assumption of independence of errors and regressors. The independence assumption implies shift restrictions allowing identification of threshold points up to location and scale. The estimator is useful in various ap...
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