Strategic Binary Choice Models with Partial Observability

2018 ◽  
Author(s):  
Mark David Nieman
Keyword(s):  
Choice Models ◽  
Binary Choice ◽  
Partial Observability ◽  
Binary Choice Models

scholarly journals A Fast Estimator for Binary Choice Models with Spatial, Temporal, and Spatio-Temporal Interdependence

2021 ◽  
pp. 1-7
Author(s):  
Julian Wucherpfennig ◽  
Aya Kachi ◽  
Nils-Christian Bormann ◽  
Philipp Hunziker
Keyword(s):  
Computational Cost ◽  
Choice Models ◽  
Reduced Form ◽  
Binary Choice ◽  
Monte Carlo Experiments ◽  
Binary Choice Models ◽  
Spatio Temporal ◽  
Computationally Intensive ◽  
Pseudo Maximum Likelihood ◽  
Parameter Values

Abstract Binary outcome models are frequently used in the social sciences and economics. However, such models are difficult to estimate with interdependent data structures, including spatial, temporal, and spatio-temporal autocorrelation because jointly determined error terms in the reduced-form specification are generally analytically intractable. To deal with this problem, simulation-based approaches have been proposed. However, these approaches (i) are computationally intensive and impractical for sizable datasets commonly used in contemporary research, and (ii) rarely address temporal interdependence. As a way forward, we demonstrate how to reduce the computational burden significantly by (i) introducing analytically-tractable pseudo maximum likelihood estimators for latent binary choice models that exhibit interdependence across space and time and by (ii) proposing an implementation strategy that increases computational efficiency considerably. Monte Carlo experiments show that our estimators recover the parameter values as good as commonly used estimation alternatives and require only a fraction of the computational cost.

Robust Estimation in Binary Choice Models

2009 ◽  
Vol 39 (2) ◽  
pp. 266-279 ◽  
Author(s):  
Yulia Kotlyarova ◽  
Victoria Zinde-Walsh
Keyword(s):  
Robust Estimation ◽  
Choice Models ◽  
Binary Choice ◽  
Binary Choice Models

Perfect value and outlier detection in logistic binary choice models

1999 ◽  
Vol 28 (6) ◽  
pp. 1447-1460 ◽  
Author(s):  
Pau Salsas ◽  
Montserral Guillen ◽  
Ramon Alemany
Keyword(s):  
Outlier Detection ◽  
Choice Models ◽  
Binary Choice ◽  
Binary Choice Models

Measures of probability changes in binary choice models: a comparative study

1997 ◽  
Vol 4 (12) ◽  
pp. 761-763
Author(s):  
M. Teresa Aparicio ◽  
Inmaculada Villanua
Keyword(s):  
Comparative Study ◽  
Choice Models ◽  
Binary Choice ◽  
Binary Choice Models
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