2 Semiparametric and nonparametric estimation of quantal response models

摘要: Publisher Summary This chapter presents some of the results on semi- and nonparametric estimation quantal response models. It concentrates methods for binary models—that is, models in which dependent variable has only two states, such as employed or unemployed. Semi- are more highly developed than with multiple responses, to date is setting have been applied. The reviews parametric models, identifies assumptions these that relax, explains distinction between methods. consequences adopting a misspecified model discussed they important because not needed if errors resulting from use small. discusses problem identifying behavioral parameters when relaxed, rates convergence asymptotic efficiency semiparametric choice-based samples, few applications estimators multinomial responses.