Semiparametric analysis of discrete response: Asymptotic properties of the maximum score estimator |
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Authors: | Charles F. Manski |
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Affiliation: | University of Wisconsin, Madison, WI 53706, USA |
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Abstract: | This paper is concerned with the estimation of the model MED(y|x) = xβ from a random sample of observations on (sgn y, x). Manski (1975) introduced the maximum score estimator of the normalized parameter vector . In the present paper, strong consistency is proved. It is also proved that the maximum score estimate lies outside any fixed neighborhood of β1 with probability that goes to zero at exponential rate. |
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