2 papers
econ.EM2020
Invidious Comparisons: Ranking and Selection as Compound Decisions
Jiaying Gu, Roger Koenker
There is an innate human tendency, one might call it the "league table mentality," to construct rankings. Schools, hospitals, sports teams, movies, and myriad other objects are ran…
econ.EM2018
Nonparametric maximum likelihood methods for binary response models with random coefficients
Jiaying Gu, Roger Koenker
Single index linear models for binary response with random coefficients have been extensively employed in many econometric settings under various parametric specifications of the d…