Estimation in choice-based sampling with measurement error and bootstrap analysis.
In this paper we discuss the estimation of a logit binary response model. The sampling is choice-based and is done in two stages. We investigate a likelihood-based estimator which reduces to the usual logistic estimator when there is no measurement error and which takes into account the constraint...
| Publicado en: | Journal of Econometrics Vol. 77; pp. 65 - 87 |
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| Autores principales: | , , |
| Formato: | Artículo |
| Publicado: |
Elsevier Science
March 1997
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| Materias: | |
| Acceso en línea: | Ver este registro en EBSCOhost |
| fields | @attributes: recordID: 1 pdfLink: plink: https://search.ebscohost.com/login.aspx?direct=true&db=ssf&AN=512961502&site=ehost-live header: @attributes: shortDbName: ssf uiTerm: 512961502 longDbName: Social Sciences Full Text (H.W. Wilson) uiTag: AN controlInfo: bkinfo: jinfo: jid: 03044076 ECM jtl: Journal of Econometrics issn: 03044076 maglogo: N pubinfo: dt: March 1997 vid: 77 pid: 1004 pub: Elsevier Science artinfo: ui: 512961502 10.1016/S0304-4076(96)01806-4 ppf: 65 ppct: 22 formats: tig: atl: Estimation in choice-based sampling with measurement error and bootstrap analysis. aug: au: Wang, C. Y. Wang, Suojin Carroll, R. J. su: Robust statistics Estimation theory Statistical bootstrapping Error analysis in mathematics sug: subj: Robust statistics Estimation theory Statistical bootstrapping Error analysis in mathematics ab: In this paper we discuss the estimation of a logit binary response model. The sampling is choice-based and is done in two stages. We investigate a likelihood-based estimator which reduces to the usual logistic estimator when there is no measurement error and which takes into account the constraints imposed by the structure of the problem. Estimated standard errors obtained by formulae for prospective analysis are asymptotically correct. A robust estimation procedures is proposed and an asymptotic covariance matrix obtained. Several bootstrap methods are applied to this retrospective problem. Numerical results are presented to illustrate useful properties of the methods. Reprinted by permission of the publisher. pubtype: Academic Journal doctype: Article src: R language: English refInfo: copyright: @attributes: flag: N holdings: @attributes: islocal: N |
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