Nonparametric maximum likelihood methods for binary response models with random coefficients

& Roger Koenker
The venerable method of maximum likelihood has found numerous recent applications in nonparametric estimation of regression and shape constrained densities. For mixture models the nonparametric maximum likelihood estimator (NPMLE) of Kiefer and Wolfowitz (1956) plays a central role in recent developments of empirical Bayes methods. The NPMLE has also been proposed by Cosslett (1983) as an estimation method for single index linear models for binary response with random coefficients. However, computational difficulties have hindered its...
This data repository is not currently reporting usage information. For information on how your repository can submit usage information, please see our documentation.