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Two stage estimation of parameters and quantiles of two parameter binary models

 

作者: Barry Kurt Moser,   Mark E. Payton,   Tesfaye Liranso,  

 

期刊: Sequential Analysis  (Taylor Available online 1997)
卷期: Volume 16, issue 3  

页码: 213-234

 

ISSN:0747-4946

 

年代: 1997

 

DOI:10.1080/07474949708836384

 

出版商: Marcel Dekker, Inc.

 

关键词: Binary response;Sequential estimation;fixed sampling;Mean square error;Bias

 

数据来源: Taylor

 

摘要:

In this paper, sequential and fixed sampling schemes are combined to estimate the parameters and quantiles of a two parameter binary response model. In the first stage of the proposed procedure, samples are sequentially observed to estimate two particular quantiles. Additional responses are then observed in the second stage at these two quantile estimates. Maximum likelihood estimators of the parameters and quantiles of the model are than produced using the combined samples from both stages. The asymptotic distributions of the estimators are derived. Asymptotic comparisons are made between the proposed procedure and a strictly sequential estimation procedure. A Monte-Carlo study is performed to assess the effectivness of the proposed procedure for finite samples. Recommendations are made concerning the number of observations to collect in each stage.

 

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