Maximum score type estimators

• Autorzy: Marcin Owczarczuk
• Języki publikacji: EN

Abstrakty

This paper presents maximum score type estimators for linear, binomial, tobit and truncated regression models. These estimators estimate the normalized vector of slopes and do not provide the estimator of intercept, although it may appear in the model. Strong consistency is proved. In addition, in the case of truncated and tobit regression models, maximum score estimators allow restriction of the sample in order to make ordinary least squares method consistent.(original abstract)

Słowa kluczowe

EN

Linear regression; Regression models; Estimators

PL

Regresja liniowa; Modele regresji; Estymatory

• Czasopismo: Department of Applied Econometrics Working Papers
• Rocznik: 2008
• Numer: nr 7
• Strony: 21

Twórcy

autor

Marcin Owczarczuk

• Warsaw School of Economics, Poland

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