Yin, Changming; Wang, Zhanfeng; Zhang, Hong - In: Statistics & Probability Letters 85 (2014) C, pp. 135-143
Two-step logit models are extensions of the ordinary logistic regression model, which are designed for complex ordinal outcomes commonly seen in practice. In this paper, we establish some asymptotic properties of the maximum likelihood estimator (MLE) of the regression parameter vector under...