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Point estimation in quantal response models
Author(s) -
Schumacher M.
Publication year - 1980
Publication title -
biometrical journal
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.108
H-Index - 63
eISSN - 1521-4036
pISSN - 0323-3847
DOI - 10.1002/bimj.4710220405
Subject(s) - estimator , mathematics , maximum likelihood , convergence (economics) , least squares function approximation , iterative method , statistics , estimation theory , maximum likelihood sequence estimation , m estimator , generalized least squares , mathematical optimization , economics , economic growth
In this article least‐squares‐ and maximum‐likelihood‐estimators in quantal response models are presented in a standardized terminology. The large sample properties are derived and the convergence properties of the Newton‐Raphson‐ and the Scoring‐method for the iterative solution of the likelihood equations are investigated. Finally, it is shown that the iterative least‐squares estimation methods are equivalent to the method of scoring.
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