Testing Binary Parametric Models Against their Semiparametric Alternatives Using Commands Written in Version 4.8 of the XploRe Package

Abstract

-

Keywords

• -

References

1. Aldrich, J. H. and Nelson, F. D. Linear Probability, Logit and Probit Models (Sage Publica- tions, London, 1984).
2. Hardle, W., Klinke, S. and Turlach, B. A. XploRe: An Interactive Statistical Computing Environment: Statistics and Computing (Springer-Verlag, New York, 2007).
3. Hardle, W., M¨uller, M., Sperlich, S. and Werwatz, A. Nonparametric and Semiparametric Models (Springer-Verlag, New York, 2004).
4. Hardle, W., Hlavka, Z. and Klinke, S. XploRe Application Guide, e-book (MD Tech, Springer-Verlag, New York, 2003).
5. Hardle, W. and Stoker, T. M. Investigating smooth multiple regression by the method of average derivatives, Journal of the American Statistical Association 84, 986–995, 1989.
6. Horowitz, J. L. Semiparametric Methods in Econometrics (Springer-Verlag, New York, 1998).
7. Horowitz, J. L. and Hardle, W. Direct semiparametric estimation of single-index models with discrete covariates, Journal of the American Statistical Association 91, 1632–1640, 1996.
8. Horowitz, J. L. and Hardle, W. Testing a parametric model against a semiparametric alter- native, Econometric Theory 10, 821–848, 1994.

9. Ichimura, H. Semiparametric least squares (sls) and weighted sls estimation of single-index models, Journal of Econometrics 58, 71–120, 1993.
10. Klein, W. and Spady, R. H. An efficient semiparametric estimator for binary response mod- els, Econometrica, 61, 387–421, 1993.
11. Manski, C. F. Identification of binary response models, Journal of the American Statistical Association 83, 729–738, 1988. [12] McCullagh, P. and Nelder, J. A. Generalized Linear Models (Monographs on Statistics and Applied Probability 37, Chapman and Hall, London, 1989).
12. Powell, J. L., Stock, J. H. and Stoker, T. M. Semiparametric estimation of index coefficients, Econometrica 57 (6), 1403–1430, 1989.
13. Powers, D. A. and Xie, Y. Statistical Methods for Categorical Data Analysis (Academic Press, 2000).
14. Proen¸ca, I. and Werwatz, A. Comparing Parametric and Semiparametric Binary Response Models, Sonderforschungsbereich 373 2000-20 (Humboldt Universitaet, Berlin, 1994).