The Maximum Likelihood, the Minimum Chi-Square and the Nonlinear Weighted Least-Squares Estimator in the General Qualitative Response Model
作者:
Takeshi Amemiya,
期刊:
Journal of the American Statistical Association
(Taylor Available online 1976)
卷期:
Volume 71,
issue 354
页码: 347-351
ISSN:0162-1459
年代: 1976
DOI:10.1080/01621459.1976.10480346
出版商: Taylor & Francis Group
数据来源: Taylor
摘要:
This article deals with the general qualitative response model involving several polytomous variables. An extension of Berkson's minimum chi-square estimator to this model is defined and shown to be not always asymptotically efficient, and the conditions under which it is so are derived. It is also shown that the nonlinear weighted least squares method proposed by Walker and Duncan [11] is equivalent to the method of scoring.
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