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摘要翻译：
具有随机系数的二元响应的单指标线性模型在各种随机系数分布的参数规范下被广泛应用于许多计量经济学环境中。相比之下，Cosslett(1983)和Ichimura and Thompson(1998)提出的非参数极大似然估计(NPMLE)由于计算困难，在实际应用中受到的关注较少。我们提出了一种新的二值响应模型NPMLEs的计算方法，大大提高了它们的计算可处理性，从而促进了应用的更大灵活性。我们的方法依赖于涉及超平面排列几何学的最新发展，与Gautier和Kitamura(2013)最近提出的反卷积方法进行了对比。在华盛顿特区的工作旅行模式选择中的应用说明了该方法。
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英文标题：
《Nonparametric maximum likelihood methods for binary response models with
random coefficients》
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作者：
Jiaying Gu and Roger Koenker
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最新提交年份：
2020
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分类信息：
一级分类：Economics 经济学
二级分类：Econometrics 计量经济学
分类描述：Econometric Theory, Micro-Econometrics, Macro-Econometrics, Empirical Content of Economic Relations discovered via New Methods, Methodological Aspects of the Application of Statistical Inference to Economic Data.
计量经济学理论，微观计量经济学，宏观计量经济学，通过新方法发现的经济关系的实证内容，统计推论应用于经济数据的方法论方面。
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英文摘要：
Single index linear models for binary response with random coefficients have been extensively employed in many econometric settings under various parametric specifications of the distribution of the random coefficients. Nonparametric maximum likelihood estimation (NPMLE) as proposed by Cosslett (1983) and Ichimura and Thompson (1998), in contrast, has received less attention in applied work due primarily to computational difficulties. We propose a new approach to computation of NPMLEs for binary response models that significantly increase their computational tractability thereby facilitating greater flexibility in applications. Our approach, which relies on recent developments involving the geometry of hyperplane arrangements, is contrasted with the recently proposed deconvolution method of Gautier and Kitamura (2013). An application to modal choice for the journey to work in the Washington DC area illustrates the methods.
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PDF链接：
https://arxiv.org/pdf/1811.03329
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