GH.se

Groeneboom and Hendrickx semiparametric binary response estimator (scalar case)
score estimator based on NPMLE avoids any smoothing
proposed by Groneboom and Hendrickx (2018).

Nonparametric maximum likelihood estimation methods
for random coefficient binary response models and some related
functionality for sequential processing of hyperplane arrangements.
See J. Gu and R. Koenker (2020) <DOI:10.1080/01621459.2020.1802284>.

Roger Koenker

RCBR

Random Coefficient Binary Response Estimation

Jiaying Gu

GH.se function

<dl><dt>bstar</dt>
<dd>parameter vector (fix last entry as a known number, usually 1 or -1, for normalization)</dd>
<dt>X</dt>
<dd>design matrix</dd>
<dt>y</dt>
<dd>binary response vector</dd>
<dt>eps</dt>
<dd>trimming tolerance parameter</dd>
<dt>hc</dt>
<dd>kernel bandwidth (used for the standard error estimation)</dd></dl>

Arguments

Current Status Linear Regression Standard Errors — GH.se

<dl>

<dt>bstar</dt>
<dd>parameter vector (fix last entry as a known number, usually 1 or -1, for normalization)</dd>


<dt>X</dt>
<dd>design matrix</dd>


<dt>y</dt>
<dd>binary response vector</dd>


<dt>eps</dt>
<dd>trimming tolerance parameter</dd>


<dt>hc</dt>
<dd>kernel bandwidth (used for the standard error estimation)</dd>

</dl>

GH.se: Current Status Linear Regression Standard Errors

Description

Usage

Value

Arguments

References