The results of two simulation studies suggest a mixed "generalized estimating/pseudo-score equations" approach to lead to more efficient estimators than a GEE approach proposed by Qu, Williams, Beck and Medendorp (1992) or a three-stage approach as proposed e.g. by Schepers, Arminger and...

The book provides a simple, intuitive introduction to regression models for qualitative and discrete dependent variables, to sample selection models, and to event history models, all in the context of maximum likelihood estimation. It presents a wide range of commonly used models. The book...

In this paper we suggest a Stata routine for multinomial logit models with unobserved heterogeneity using maximum simulated likelihood based on Halton sequences. The purpose of this paper is twofold: First, we provide a description of the technical implementation of the estimation routine and...

In a single index Poisson regression model with unknown link function, the index parameter can be root-n consistently estimated by the method of pseudo maximumum likelihood. In this paper, we study, by simulation arguments, the practical validity of the asymptotic behavior of the pseudo maximum...