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

Year 2009, Volume: 38 Issue: 2, 199 - 216, 01.02.2009

Özge Akkus Hüseyin Tatlidil

https://izlik.org/JA92UA25ZP

Keywords

-

References

• Aldrich, J. H. and Nelson, F. D. Linear Probability, Logit and Probit Models (Sage Publica- tions, London, 1984).
• Hardle, W., Klinke, S. and Turlach, B. A. XploRe: An Interactive Statistical Computing Environment: Statistics and Computing (Springer-Verlag, New York, 2007).
• Hardle, W., M¨uller, M., Sperlich, S. and Werwatz, A. Nonparametric and Semiparametric Models (Springer-Verlag, New York, 2004).
• Hardle, W., Hlavka, Z. and Klinke, S. XploRe Application Guide, e-book (MD Tech, Springer-Verlag, New York, 2003).
• 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.
• Horowitz, J. L. Semiparametric Methods in Econometrics (Springer-Verlag, New York, 1998).
• 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.
• Horowitz, J. L. and Hardle, W. Testing a parametric model against a semiparametric alter- native, Econometric Theory 10, 821–848, 1994.
• Ichimura, H. Semiparametric least squares (sls) and weighted sls estimation of single-index models, Journal of Econometrics 58, 71–120, 1993.
• Klein, W. and Spady, R. H. An efficient semiparametric estimator for binary response mod- els, Econometrica, 61, 387–421, 1993.
• 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).
• Powell, J. L., Stock, J. H. and Stoker, T. M. Semiparametric estimation of index coefficients, Econometrica 57 (6), 1403–1430, 1989.
• Powers, D. A. and Xie, Y. Statistical Methods for Categorical Data Analysis (Academic Press, 2000).
• Proen¸ca, I. and Werwatz, A. Comparing Parametric and Semiparametric Binary Response Models, Sonderforschungsbereich 373 2000-20 (Humboldt Universitaet, Berlin, 1994).