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An Efficient Semiparametric Estimator for Binary Response Models

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  • Klein, R.W.
  • Spady, R.H.
Abstract
This paper proposes an estimator for discrete choice models that makes no assumption concerning the functional form of th e choice probability function where this function can be characterized by an index. The estimator is shown to be consistent, asymptotically normally distributed, and to achieve the semiparametric efficiency bound. Monte Carlo evidence indicates that there may be only modest efficiency losses relative to maximum likelihood estimation when the distribution of the disturbances is known and that the small-sample behavior of the estimator in other cases is good. Copyright 1993 by The Econometric Society.
(This abstract was borrowed from another version of this item.)

Suggested Citation

  • Klein, R.W. & Spady, R.H., 1991. "An Efficient Semiparametric Estimator for Binary Response Models," Papers 70, Bell Communications - Economic Research Group.
    • Handle: RePEc:fth:bellco:70
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    Keywords

    evaluation ; economic models;

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