WEIGHTED LEAST-SQUARES ESTIMATION OF THE LINEAR PROBABILITY MODEL, REVISITED

被引：5

作者：

MULLAHY, J ^{[1
]}

机构：

[1] RESOURCES FUTURE INC, WASHINGTON, DC USA

来源：

ECONOMICS LETTERS | 1990年 / 32卷 / 01期

关键词：

D O I：

10.1016/0165-1765(90)90046-4

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

Efficient GLS estimation of the linear probability model is hindered in practice by the possibility that predicted probabilities may yield some negative point variance estimates. This note proposes an alternative estimator may sometimes yield efficiency gains over OLS and will in general be efficient relative to alternative estimators that have been proposed. © 1990.

引用

页码：35 / 41

页数：7

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