3 papers
econ.EM2026
Slope Consistency of Quasi-Maximum Likelihood Estimator for Binary Choice Models
Yoosoon Chang, Joon Y. Park, Guo Yan
Although QMLE is generally inconsistent, logistic regression relying on the binary choice model (BCM) with logistic errors is widely used, especially in machine learning contexts w…
econ.EM2026
Using SVM to Estimate and Predict Binary Choice Models
Yoosoon Chang, Joon Y. Park, Guo Yan
The support vector machine (SVM) has an asymptotic behavior that parallels that of the quasi-maximum likelihood estimator (QMLE) for binary outcomes generated by a binary choice mo…
econ.EM2026
A Kernelization-Based Approach to Nonparametric Binary Choice Models
Guo Yan
We propose a new estimator for nonparametric binary choice models that does not impose a parametric structure on either the systematic function of covariates or the distribution of…