Journal of applied mathematics & informatics
- 제3권2호
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- Pages.253-264
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- 1996
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- 2734-1194(pISSN)
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- 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) ;
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Cho, Joong-Jae
(Department of Statistics Chungbuk National University)
- 발행 : 1996.03.01
초록
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.
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