This paper uses information theoretic methods to introduce a new class of probability distributions and estimators for competing explanations of the data in the binary choice model. No explicit parameterization of the function connecting the data to the Bernoulli probabilities is stated in the...

This paper considers estimation and inference for the multinomial response model in the case where endogenous variables are included as arguments of the unknown link function. Semiparametric estimators are proposed that avoid the parametric assumptions underlying the likelihood approach as well...

Asymptotically, semi parametric estimators of the parameters in linear structural models have the same sampling properties. In finite samples the sampling properties of these estimators vary and large biases may result for sample sizes often found in practice. With a goal of improving asymptotic...

When there is uncertainty concerning the appropriate statistical model-estimator to use in representing the data sampling process, we consider a basis for optimally combining estimation problems. The objective is to produce natural adaptive estimators that are free of subjective choices and...

When there is uncertainty concerning the appropriate statistical model and corresponding estimators and inference methods, we consider the use of the maximum empirical likelihood principle to define an estimator, beta overbar (alpha hat), that combines plausible estimation problems. This...

To address the unknown nature of probability-­sampling models, in this paper we use information theoretic concepts and the Cressie-Read (CR) family of information divergence measures to produce a flexible family of probability distributions, likelihood function relationships, estimators, and...

This paper uses information theoretic methods to introduce a new class of probability distributions and estimators for competing explanations of the data in the binary choice model. No explicit parameterization of the function connecting the data to the Bernoulli probabilities is stated in the...