Verifying the existence of maximum likelihood estimates for generalized linear models
Fuente:
arXiv
Guardado en:
| Autores principales: | Correia, Sergio, Guimarães, Paulo, Zylkin, Thomas |
|---|---|
| Formato: | Preprint |
| Publicado: |
2019
|
| Materias: | |
| Acceso en línea: | |
| Etiquetas: |
Agregar Etiqueta
Sin Etiquetas, Sea el primero en etiquetar este registro!
|
Ejemplares similares
A maximum likelihood bunching estimator of the elasticity of taxable income
por: Thomas Aronsson, et al.
Publicado: (2024)
por: Thomas Aronsson, et al.
Publicado: (2024)
require: Package dependencies for reproducible research
por: Correia, Sergio, et al.
Publicado: (2023)
por: Correia, Sergio, et al.
Publicado: (2023)
Multiway empirical likelihood
por: Chiang, Harold D, et al.
Publicado: (2021)
por: Chiang, Harold D, et al.
Publicado: (2021)
Identification and estimation of treatment effects in a linear factor model with fixed number of time periods
por: Fusejima, Koki, et al.
Publicado: (2025)
por: Fusejima, Koki, et al.
Publicado: (2025)
Get me out of this hole: a profile likelihood approach to identifying and avoiding inferior local optima in choice models
por: Hess, Stephane, et al.
Publicado: (2025)
por: Hess, Stephane, et al.
Publicado: (2025)
Nonparametric estimation of conditional densities by generalized random forests
por: Zincenko, Federico
Publicado: (2023)
por: Zincenko, Federico
Publicado: (2023)
Empirical likelihood approach for high-dimensional moment restrictions with dependent data
por: Chang, Jinyuan, et al.
Publicado: (2025)
por: Chang, Jinyuan, et al.
Publicado: (2025)
Gaussian approximation for maximum score and non-smooth M-estimators with multiway dependence
por: Chiang, Harold D., et al.
Publicado: (2026)
por: Chiang, Harold D., et al.
Publicado: (2026)
Estimating overidentified linear models with heteroskedasticity and outliers
por: Wang, Lei Bill
Publicado: (2023)
por: Wang, Lei Bill
Publicado: (2023)
The moment is here: a generalized class of estimators for fuzzy regression discontinuity designs
por: Lane, Stuart
Publicado: (2025)
por: Lane, Stuart
Publicado: (2025)
Flexible estimation of skill formation models
por: Antweiler, Antonia, et al.
Publicado: (2025)
por: Antweiler, Antonia, et al.
Publicado: (2025)
Detecting multiple change points in linear models with heteroscedasticity
por: Horvath, Lajos, et al.
Publicado: (2025)
por: Horvath, Lajos, et al.
Publicado: (2025)
Partial identification via conditional linear programs: estimation and policy learning
por: Ben-Michael, Eli
Publicado: (2025)
por: Ben-Michael, Eli
Publicado: (2025)
Identification and estimation of dynamic random coefficient models
por: Lee, Wooyong
Publicado: (2025)
por: Lee, Wooyong
Publicado: (2025)
Inference for parameters identified by conditional moment restrictions using a generalized Bierens maximum statistic
por: Chen, Xiaohong, et al.
Publicado: (2020)
por: Chen, Xiaohong, et al.
Publicado: (2020)
Simple robust two-stage estimation and inference for generalized impulse responses and multi-horizon causality
por: Dufour, Jean-Marie, et al.
Publicado: (2024)
por: Dufour, Jean-Marie, et al.
Publicado: (2024)
Latent group structure in linear panel data models with endogenous regressors
por: Choi, Junho, et al.
Publicado: (2024)
por: Choi, Junho, et al.
Publicado: (2024)
Estimation and exclusion restrictions in clustered linear models
por: Mikusheva, Anna, et al.
Publicado: (2025)
por: Mikusheva, Anna, et al.
Publicado: (2025)
The modified conditional sum-of-squares estimator for fractionally integrated models
por: Kılınç, Mustafa R., et al.
Publicado: (2024)
por: Kılınç, Mustafa R., et al.
Publicado: (2024)
Raking for estimation and inference in panel models with nonignorable attrition and refreshment
por: Franguridi, Grigory, et al.
Publicado: (2025)
por: Franguridi, Grigory, et al.
Publicado: (2025)
Inference on panel data models with a generalized factor structure
por: Rodriguez-Poo, Juan M., et al.
Publicado: (2025)
por: Rodriguez-Poo, Juan M., et al.
Publicado: (2025)
Faster estimation of dynamic discrete choice models using index invertibility
por: Bunting, Jackson, et al.
Publicado: (2023)
por: Bunting, Jackson, et al.
Publicado: (2023)
Homophily in preferences or meetings? Identifying and estimating an iterative network formation model
por: Alvarez, Luis, et al.
Publicado: (2022)
por: Alvarez, Luis, et al.
Publicado: (2022)
Identifying and exploiting alpha in linear asset pricing models with strong, semi-strong, and latent factors
por: Pesaran, M. Hashem, et al.
Publicado: (2024)
por: Pesaran, M. Hashem, et al.
Publicado: (2024)
Locally robust semiparametric estimation of sample selection models without exclusion restrictions
por: Pan, Zhewen, et al.
Publicado: (2024)
por: Pan, Zhewen, et al.
Publicado: (2024)
Linear estimations of dynamic fixed effects logit models only with time effects
por: Kitazawa, Yoshitsugu
Publicado: (2026)
por: Kitazawa, Yoshitsugu
Publicado: (2026)
The exact distribution of the conditional likelihood-ratio test in instrumental variables regression
por: Londschien, Malte
Publicado: (2025)
por: Londschien, Malte
Publicado: (2025)
Bayesian estimation of finite mixtures of Tobit models
por: Waisman, Caio
Publicado: (2024)
por: Waisman, Caio
Publicado: (2024)
Binary choice logit models with general fixed effects for panel and network data
por: Dano, Kevin, et al.
Publicado: (2025)
por: Dano, Kevin, et al.
Publicado: (2025)
Bootstrap consistency for general double/debiased machine learning estimators
por: Lin, Ziming, et al.
Publicado: (2026)
por: Lin, Ziming, et al.
Publicado: (2026)
Nonparametric mixed logit model with market-level parameters estimated from market share data
por: Ren, Xiyuan, et al.
Publicado: (2023)
por: Ren, Xiyuan, et al.
Publicado: (2023)
Root-n-consistent Conditional ML estimation of dynamic panel logit models with fixed effects
por: Kruiniger, Hugo
Publicado: (2021)
por: Kruiniger, Hugo
Publicado: (2021)
Pre-averaging estimators of the ex-post covariance matrix in noisy diffusion models with non-synchronous data
por: Christensen, Kim, et al.
Publicado: (2026)
por: Christensen, Kim, et al.
Publicado: (2026)
Mixed LR-$C(α)$-type tests for irregular hypotheses, general criterion functions and misspecified models
por: Dufour, Jean-Marie, et al.
Publicado: (2025)
por: Dufour, Jean-Marie, et al.
Publicado: (2025)
On the role of the design phase in a linear regression
por: Choi, Junho
Publicado: (2025)
por: Choi, Junho
Publicado: (2025)
Bayesian penalized empirical likelihood and Markov Chain Monte Carlo sampling
por: Chang, Jinyuan, et al.
Publicado: (2024)
por: Chang, Jinyuan, et al.
Publicado: (2024)
On a new robust method of inference for general time series models
por: Wang, Zihan, et al.
Publicado: (2025)
por: Wang, Zihan, et al.
Publicado: (2025)
Selective linear segmentation for detecting relevant parameter changes
por: Dufays, Arnaud, et al.
Publicado: (2024)
por: Dufays, Arnaud, et al.
Publicado: (2024)
Comment on Scientific production in the era of large language models
por: Renault, Thomas, et al.
Publicado: (2026)
por: Renault, Thomas, et al.
Publicado: (2026)
A bias test for heteroscedastic linear least-squares regression
por: Blankmeyer, Eric
Publicado: (2025)
por: Blankmeyer, Eric
Publicado: (2025)
Ejemplares similares
-
A maximum likelihood bunching estimator of the elasticity of taxable income
por: Thomas Aronsson, et al.
Publicado: (2024) -
require: Package dependencies for reproducible research
por: Correia, Sergio, et al.
Publicado: (2023) -
Multiway empirical likelihood
por: Chiang, Harold D, et al.
Publicado: (2021) -
Identification and estimation of treatment effects in a linear factor model with fixed number of time periods
por: Fusejima, Koki, et al.
Publicado: (2025) -
Get me out of this hole: a profile likelihood approach to identifying and avoiding inferior local optima in choice models
por: Hess, Stephane, et al.
Publicado: (2025)