Journal of applied mathematics & informatics
- Volume 3 Issue 2
- /
- Pages.253-264
- /
- 1996
- /
- 2734-1194(pISSN)
- /
- 2234-8417(eISSN)
SMALL SAMPLE PROPERTIES OF GENERALIZED LOGIT MODEL ESTIMATORS WITH BOOTSTRAP
- Kim, Peyong-Koo (Department of Quality Control Chung Cheong Junior College) ;
- Kim, Jong-Ho (Deparment of Statistics Dong Guk University) ;
- Cho, Joong-Jae (Department of Statistics Chungbuk National University)
- Published : 1996.03.01
Abstract
The generalized logit model of nominal type with random regressors is studied for bootstrapping. We assess the accuracy of some estimators for our generalized logit model using a Monte Carlo simu-lation. That is we study the finite sample properties containing the consistency and asymptotic normality of the maximum likelihood es-timators. Also we compare Newton Raphson algorithm with BHHH algorithm.
Keywords