Journal of applied mathematics & informatics

  • 제3권2호
  • /
  • Pages.253-264
  • /
  • 1996
  • /
  • 2734-1194(pISSN)
  • /
  • 2234-8417(eISSN)
한국전산응용수학회 (The Korean Society for Computational and Applied Mathematics)
권호 표지

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)
  • 발행 : 1996.03.01

⟨ 이전 논문 다음 논문 ⟩

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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