Maximum score estimator - Wikipedia
When modelling discrete choice model, it is always assumed that the choice is determined by the comparison of the underlying latent utility. Denote the population of the agents as. , the common choice set for each agent as. .
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Predicting discrete outcomes with the maximum score estimator: the ...
The score estimator has better in-sample performance than the probit model used by BS. ... Издательство: Elsevier Science Publishing Company, Inc.
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