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Semi-Parametric Estimation of a Logit Model

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Author Info
Kemp, G.C.R.
Abstract

In this paper, I develop an estimator for a semi-parametric logit model based on a kernel-weighted average of pairwise conditional logit terms. Then I demonstrate consistency, asymptotic normality, and consistent asymptotic covariance matrix estimation for this estimator using results for sequences of U-statistic.

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Publisher Info
Paper provided by UBC Department of Economics in its series UBC Departmental Archives with number 00-03.

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Length: 43 pages
Date of creation: 2000
Date of revision:
Handle: RePEc:ubc:bricol:00-03

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Related research
Keywords: ECONOMIC MODELS ; EVALUATION ; STATISTICS;

Find related papers by JEL classification:
C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: General - - - Semiparametric and Nonparametric Methods
C25 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Discrete Regression and Qualitative Choice Models

Statistics
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This page was last updated on 2009-12-31.

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