This is the original one dimensional version of the Cosslett model, also
known as the current status model:
$$P(y = 1 | v) = \int I (\eta > v)dF(\eta).$$
invoked with the formula y ~ v. By default the algorithm computes a vector
of potential locations for the mass points of \(\hat F\) by finding interior
points of the intervals between the ordered v, and then solving a convex
optimization problem to determine these masses. Alternatively, a vector of
predetermined locations can be passed via the control argument. Additional
covariate effects can be accommodated by either specifying a fixed offset in
the call to rcbr or by using the profile likelihood function prcbr.
rcbr.fit.KW1(X, y, control)a list with components:
x evaluation points for the fitted distribution
y estimated mass associated with the v points
logLik the loglikelihood value of the fit
status mosek solution status
the design matrix expected to have an intercept column of ones as the first column, the last column is presumed to contain values of the covariate that is designated to have coefficient one.
the binary response.
is a list of parameters for the fitting, see
KW.control for further details.
Jiaying Gu and Roger Koenker
Gu, J. and R. Koenker (2018) Nonparametric maximum likelihood estimation of the random coefficients binary choice model, preprint.