Title: Semiparametric analysis of discrete response
Abstract: This paper is concerned with the estimation of the model MED(y|x) = xβ from a random sample of observations on (sgn y, x). Manski (1975) introduced the maximum score estimator of the normalized parameter vector β∗ = β/∦β∦. In the present paper, strong consistency is proved. It is also proved that the maximum score estimate lies outside any fixed neighborhood of β∗ with probability that goes to zero at exponential rate.
Publication Year: 1985
Publication Date: 1985-03-01
Language: en
Type: article
Indexed In: ['crossref']
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Cited By Count: 568
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