Some small sample properties of estimators and test statistics in the multivariate logit model |
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| Authors: | David K Guilkey Peter Schmidt |
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| Institution: | University of North Carolina, Chapel Hill, NC 27514, USA;Michigan State University, East Lansing, MI 48823, USA |
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| Abstract: | In this paper we compare three estimators for the multivariate logit model: two asymptotically efficient methods and a consistent method. The most interesting result is that at sample sizes of more than one hundred, the simple consistent estimator performs almost as well as the asymptotically efficient estimators. |
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