Communications for Statistical Applications and Methods

  • 제17권6호
  • /
  • Pages.811-827
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  • 2010
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  • 2287-7843(pISSN)
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  • 2383-4757(eISSN)
한국통계학회 (The Korean Statistical Society)
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이항 선택 모형에서의 절단 모수 선택

Truncation Parameter Selection in Binary Choice Models

  • 투고 : 20100400
  • 심사 : 20100800
  • 발행 : 2010.11.30
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⟨ 이전 논문 다음 논문 ⟩

초록

본 논문에서는 통계적 역문제로서 이항 선택모형에서의 밀도추정 방법에 대하여 연구하였다. 밀도함수의 추정을 위하여 직교열 기저를 이용하였으며, 모형의 복잡성과 예측의 정확성을 반영한 적절한 절단모수의 선택에 대하여 고려하였다. 이항 선택 모형에서 데이터에 의존하는 절단모수를 선택하는 방법에 대해 제안하고 모의실험, 실자료를 통해 제안한 방법의 성능을 규명하였다.

This paper deals with a density estimation method in binary choice models that can be regarded as a statistical inverse problem. We use an orthogonal basis to estimate density function and consider the choice of an appropriate truncation parameter to reflect the model complexity and the prediction accuracy. We propose a data-dependent rule to choose the truncation parameter in the context of binary choice models. A numerical simulation is provided to illustrate the performance of the proposed method.

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참고문헌

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