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A comparison of semiparametric estimators for the ordered response model
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UNSPECIFIED. (2005) A comparison of semiparametric estimators for the ordered response model. COMPUTATIONAL STATISTICS & DATA ANALYSIS, 49 (2). pp. 555-573. ISSN 0167-9473
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Official URL: http://dx.doi.org/10.1016/j.csda.2004.05.027
Abstract
Three semi-parametric estimators for ordered response models are compared: a "semi-nonparametric" series estimator, an estimator based on a polynomial transformation to normality, and a least squares estimator for a transformed dependent variable. The empirical estimates are found to differ markedly across estimators in a job satisfaction illustration presented, but much less so in the second illustration, a model of willingness to pay for environmental protection. Monte Carlo evidence comparing the three estimators is also presented. (c) 2004 Elsevier B.V. All rights reserved.
| Item Type: | Journal Article |
|---|---|
| Subjects: | Q Science > QA Mathematics > QA76 Electronic computers. Computer science. Computer software Q Science > QA Mathematics |
| Journal or Publication Title: | COMPUTATIONAL STATISTICS & DATA ANALYSIS |
| Publisher: | ELSEVIER SCIENCE BV |
| ISSN: | 0167-9473 |
| Date: | 30 April 2005 |
| Volume: | 49 |
| Number: | 2 |
| Number of Pages: | 19 |
| Page Range: | pp. 555-573 |
| Identification Number: | 10.1016/j.csda.2004.05.027 |
| Publication Status: | Published |
| URI: | http://wrap.warwick.ac.uk/id/eprint/7026 |
Data sourced from Thomson Reuters' Web of Knowledge
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