arXiv 8 Nov 2018 · Econometrics · publishedJournal of the American Statistical Association (2020) · 7 citations (OpenAlex)
arXiv:1811.03329 · PDF · DOI · OpenAlex · Extracted main text
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 difficulties. We propose a new approach to computation of NPMLEs for binary response models that significantly increase their computational tractability thereby facilitating greater flexibility 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.
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The works this paper leans on most, across its whole bibliography — not restricted to papers in our corpus. Ranked by composite intensity, which combines how often a work is mentioned, how many sections mention it, and how much of that falls in the main text rather than the appendix.
| Reference | Intensity | Mentions | Sections | Main text | |
|---|---|---|---|---|---|
| 1 | Cosslett (1983) Distribution-free maximum likelihood estimator of the binary choice model | 1.000 | 8 | 5 | 100% |
| 2 | Gautier and Kitamura (2013) Nonparametric estimation in random coefficients binary choice models | 1.000 | 8 | 3 | 100% |
| 3 | Kiefer and Wolfowitz (1956) Consistency of the Maximum Likelihood Estimator in the Presence of Infinitely Many Incidental Parameters | 1.000 | 5 | 4 | 100% |
| 4 | Ichimura and Thompson (1998) Maximum likelihood estimation of a binary choice model with random coefficients of unknown distribution | 1.000 | 5 | 3 | 100% |
| 5 | Klein and Spady (1993) An Efficient Semiparametric Estimator for Binary Response Models | 0.843 | 3 | 3 | 100% |
| 6 | Horowitz (1993) Semiparametric estimation of a work-trip mode of choice model | 0.737 | 3 | 2 | 100% |
| 7 | Koenker and Mizera (2014) Convex Optimization, Shape Constraints, Compound Decisions and Empirical Bayes Rules | 0.737 | 3 | 2 | 100% |
| 8 | Groeneboom and Jongbloed (2014) Nonparametric Estimation under Shape Constraints: Estimators, Algorithms and Asymptotics | 0.644 | 2 | 2 | 100% |
| 9 | Hayfield and Racine (2008) Nonparametric Econometrics: The np package | 0.644 | 2 | 2 | 100% |
| 10 | Edelsbrunner, Seidel, and Sharir (1993) On the zone theorem for hyperplane arrangements | 0.511 | 2 | 2 | 50% |
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