Arbeitspapier

Nonparametric maximum likelihood methods for binary response models with random coefficients

Single index linear models for binary response with random coefficients have been extensively employed in many econometric settings under various parametric specifications of the distribution of the random coefficients. Nonparametric maximum likelihood estimation (NPMLE) as proposed by Cosslett (1983) and Ichimura and Thompson (1998), in contrast, has received less attention in applied work due primarily to computational diffi culties. We propose a new approach to computation of NPMLEs for binary response models that signi cantly increase their computational tractability thereby facilitating greater exibility in applications. Our approach, which relies on recent developments involving the geometry of hyperplane arrangements, is contrasted with the recently proposed deconvolution method of Gautier and Kitamura (2013). An application to modal choice for the journey to work in the Washington DC area illustrates the methods.

Sprache
Englisch

Erschienen in
Series: cemmap working paper ; No. CWP65/18

Klassifikation
Wirtschaft

Ereignis
Geistige Schöpfung
(wer)
Gu, Jiaying
Koenker, Roger
Ereignis
Veröffentlichung
(wer)
Centre for Microdata Methods and Practice (cemmap)
(wo)
London
(wann)
2018

DOI
doi:10.1920/wp.cem.2018.6518
Handle
Letzte Aktualisierung
10.03.2025, 11:44 MEZ

Datenpartner

Dieses Objekt wird bereitgestellt von:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.

Objekttyp

  • Arbeitspapier

Beteiligte

  • Gu, Jiaying
  • Koenker, Roger
  • Centre for Microdata Methods and Practice (cemmap)

Entstanden

  • 2018

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