On the Performance of the Semiparametric Binary Response Model when the True Model is Parametric Logistic  ABSTRACT  |  FULL TEXT 

Year 2010, Volume: 39 Issue: 4, 583 - 597, 01.04.2010

Özge Akkus Hüseyin Tatlidil  atilla Göktas

Keywords

-

References

• Aldrich, J. H. and Nelson, F. D. Linear Probability, Logit and Probit Models (Sage Publica- tions, London, 1984).
• Geological Research Report (The General Directorate of Highways, Turkey, 2009).
• Hardle, W., M¨uller, M., Sperlich, S. and Werwatz, A. Nonparametric and Semiparametric Models (Springer-Verlag, New York, 2004).
• Hardle, W. Applied Nonparametric Regression (Cambridge University Press, Cambridge, 1990). [5] Hardle, W., Klinke, S. and M¨uller, M. XploRe Learning Guide (MDtech, Springer-Verlag, New York, 1999).
• Hardle, W., Hlavka, Z. and Klinke, S. XploRe Application Guide, (e-book, MD Tech, Springer-Verlag, New York, 2003).
• Hardle, W., Klinke, S. and Turlach, B. A. XploRe: An Interactive Statistical Computing Environment: Statistics and Computing (Springer-Verlag, New York, 2007).
• Horowitz, J. L. Semiparametric Methods in Econometrics (Springer-Verlag, New York, 1998). [9] Horowitz, J. L. and Hardle, W. Testing a parametric model against a semiparametric alter- native, Econometric Theory 10, 821–848, 1994.
• Hosmer, D. W. and Lemeshow, S. Applied Logistic Regression (John Wiley and Sons, New York, 1989).
• Ichimura, H. Semiparametric least squares (sls) and weighted sls estimation of single-index models, Journal of Econometrics 58, 71–120, 1993.
• Law, A. M. and Kelton, W. D. Simulation Modeling and Analysis (McGraw-Hill Interna- tional Series, Singapore, 2000).
• Manski, C. F. Identification of binary response models, Journal of the American Statistical Association 83, 729–738, 1988.
• 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.
• Proen¸ca, I. and Werwatz, A. Comparing Parametric and Semiparametric Binary Response Models (Humboldt University, Berlin, 1994).
• Proen¸ca, I. and Silva, S. Parametric and semiparametric specification tests for binary choice models. A comparative simulation study, Econometrics, Econ WPA, No: 0508008, 2005.