کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
5097428 | 1376588 | 2007 | 38 صفحه PDF | دانلود رایگان |
![عکس صفحه اول مقاله: On efficient estimation of the ordered response model On efficient estimation of the ordered response model](/preview/png/5097428.png)
In this paper, we derive efficiency bounds for the ordered response model when the distribution of the errors is unknown. Furthermore, we develop an estimator that is efficient under suitable conditions. Interestingly, neither the bounds nor the estimator are trivial extensions of what has been proposed in the literature for the binary response model. The estimator is composed of quadratic B-splines, and estimation is performed by the method of sieves. In addition, the estimator of the distribution function is restricted to be a proper distribution function. An empirical example on the effect of fees on attendance rates at universities and community colleges is also included; we get substantively different results by relaxing the assumption that the distribution of the errors is normal.
Journal: Journal of Econometrics - Volume 137, Issue 2, April 2007, Pages 577-614