Estimation and Confidence Regions for Parameter Sets in Econometric Models
β Scribed by Victor Chernozhukov; Han Hong; Elie Tamer
- Book ID
- 111052649
- Publisher
- John Wiley and Sons
- Year
- 2007
- Tongue
- English
- Weight
- 506 KB
- Volume
- 75
- Category
- Article
- ISSN
- 0012-9682
No coin nor oath required. For personal study only.
π SIMILAR VOLUMES
This paper proposes a constrained empirical likelihood confidence region for a parameter b 0 in the linear errors-in-variables model: ; which is constructed by combining the score function corresponding to the squared orthogonal distance with a constrained region of b 0 : It is shown that the cover
In this paper we present recentered confidence sets for the parameters of a logistic regression model based on preliminary minimum Ο-divergence estimators. Asymptotic coverage probabilities are given as well as a simulation study in order to analyze the coverage probabilities for small and moderate