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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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